+76.5%
FOXA vs DRI
+78.6%
-2.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +10.0% | +9.7% | +0.3% | +7.2% |
| 3M | +5.0% | +3.2% | +1.8% | +3.9% |
| 6M | +3.4% | +20.6% | -17.2% | -2.1% |
| YTD | -5.5% | +28.3% | -33.7% | -12.9% |
| 1Y | +5.5% | +34.5% | -29.0% | -4.2% |
| 3Y | +139.3% | +66.5% | +72.8% | +99.1% |
| All | +76.5% | +78.6% | -2.2% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling