+103.2%
FOXA vs DOC
-2.8%
+106.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.7% |
| 7D | +9.9% | +8.7% | +1.1% | +6.7% |
| 30D | +10.0% | +7.6% | +2.3% | +7.2% |
| 3M | +18.4% | -5.3% | +23.7% | +20.5% |
| 6M | +12.2% | +27.6% | -15.4% | +2.1% |
| YTD | -3.8% | +32.4% | -36.2% | -13.9% |
| 1Y | +8.9% | +22.9% | -13.9% | 0.0% |
| 3Y | +126.5% | +43.1% | +83.4% | +92.4% |
| 5Y | +79.4% | -21.4% | +100.8% | +90.1% |
| All | +103.2% | -2.8% | +106.0% | +95.0% |
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