+90.1%
FOXA vs DRI
+135.1%
-44.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -3.7% | -4.8% | +1.1% | -2.3% |
| 30D | +5.4% | -5.2% | +10.5% | +7.0% |
| 3M | -3.7% | +2.7% | -6.5% | -4.6% |
| 6M | +12.6% | +3.6% | +9.0% | +10.8% |
| YTD | -10.0% | +15.4% | -25.4% | -14.6% |
| 1Y | +15.0% | +1.3% | +13.8% | +13.2% |
| 3Y | +115.1% | +53.1% | +62.0% | +82.8% |
| 5Y | +93.0% | +64.6% | +28.5% | +57.4% |
| All | +90.1% | +135.1% | -44.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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