+74.3%
FOXA vs DOC
-20.2%
+94.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.4% | +4.3% | -3.9% | -0.9% |
| 30D | +7.9% | +9.2% | -1.2% | +5.2% |
| 3M | +6.7% | -0.8% | +7.5% | +6.9% |
| 6M | +7.5% | +7.1% | +0.4% | +5.2% |
| YTD | -6.9% | +34.0% | -40.9% | -15.8% |
| 1Y | +2.2% | +23.2% | -21.0% | -4.9% |
| 3Y | +131.4% | +53.6% | +77.8% | +94.5% |
| All | +74.3% | -20.2% | +94.5% | +98.2% |
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