+89.5%
FOXA vs DOC
-24.5%
+114.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -4.0% | -1.5% | -2.5% | -3.5% |
| 30D | +12.0% | -4.8% | +16.7% | +13.5% |
| 3M | +0.3% | +6.9% | -6.6% | -1.7% |
| 6M | +12.5% | +20.7% | -8.3% | +5.8% |
| YTD | -9.6% | +34.1% | -43.8% | -18.0% |
| 1Y | +8.6% | +22.6% | -14.1% | +1.3% |
| 3Y | +118.5% | +20.8% | +97.7% | +102.0% |
| All | +89.5% | -24.5% | +114.0% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling