+93.1%
FOXA vs DGX
+66.8%
+26.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | -3.0% | +15.8% | -18.8% | -6.3% |
| 6M | +14.8% | +18.2% | -3.4% | +10.3% |
| YTD | -8.9% | +37.2% | -46.1% | -15.6% |
| 1Y | +13.3% | +30.4% | -17.0% | +6.1% |
| 3Y | +115.4% | +96.7% | +18.7% | +81.0% |
| All | +93.1% | +66.8% | +26.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling