+97.5%
FOXA vs DOC
-0.7%
+98.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | +7.9% | +5.9% | +2.0% | +5.8% |
| 30D | +8.5% | +10.3% | -1.8% | +4.8% |
| 3M | +6.2% | -2.2% | +8.4% | +6.9% |
| 6M | +8.0% | +8.2% | -0.2% | +4.9% |
| YTD | -6.5% | +35.4% | -41.9% | -17.0% |
| 1Y | +3.6% | +23.6% | -20.1% | -5.1% |
| 3Y | +136.0% | +57.3% | +78.8% | +93.5% |
| 5Y | +77.7% | -19.6% | +97.3% | +86.9% |
| All | +97.5% | -0.7% | +98.1% | +88.1% |
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