+97.4%
FOXA vs DOC
-3.1%
+100.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +4.9% | +6.2% | -1.3% | +2.7% |
| 30D | +9.0% | +6.5% | +2.5% | +6.6% |
| 3M | +15.8% | -6.2% | +22.1% | +18.3% |
| 6M | +9.2% | +25.6% | -16.4% | 0.0% |
| YTD | -6.5% | +32.1% | -38.6% | -16.3% |
| 1Y | +5.4% | +20.3% | -14.9% | -2.5% |
| 3Y | +120.1% | +42.7% | +77.3% | +87.1% |
| 5Y | +73.6% | -22.2% | +95.8% | +84.8% |
| All | +97.4% | -3.1% | +100.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling