+90.8%
FOXA vs DOC
-1.5%
+92.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | +12.0% | -4.8% | +16.7% | +13.8% |
| 3M | +0.3% | +6.9% | -6.6% | -2.1% |
| 6M | +12.5% | +20.7% | -8.3% | +4.3% |
| YTD | -9.6% | +34.1% | -43.8% | -19.5% |
| 1Y | +8.6% | +22.6% | -14.1% | -0.2% |
| 3Y | +118.5% | +20.8% | +97.7% | +97.9% |
| 5Y | +88.8% | -24.9% | +113.6% | +103.7% |
| All | +90.8% | -1.5% | +92.4% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling