+139.3%
FOXA vs DRI
+68.2%
+71.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +10.0% | +9.7% | +0.3% | +7.9% |
| 3M | +5.0% | +3.2% | +1.8% | +4.2% |
| 6M | +3.4% | +20.6% | -17.2% | -0.3% |
| YTD | -5.5% | +28.3% | -33.7% | -10.6% |
| 1Y | +5.5% | +34.5% | -29.0% | -1.3% |
| 3Y | +139.3% | +66.5% | +72.8% | +113.3% |
| All | +139.3% | +68.2% | +71.1% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling