+90.1%
FOXA vs DTE
+63.4%
+26.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.7% |
| 7D | -3.7% | -2.0% | -1.7% | -2.8% |
| 30D | +5.4% | -2.4% | +7.8% | +6.6% |
| 3M | -3.7% | -7.3% | +3.6% | -0.5% |
| 6M | +12.6% | -7.6% | +20.2% | +16.2% |
| YTD | -10.0% | +5.8% | -15.8% | -13.4% |
| 1Y | +15.0% | +2.3% | +12.7% | +12.4% |
| 3Y | +115.1% | +45.0% | +70.1% | +73.0% |
| 5Y | +93.0% | +33.2% | +59.8% | +58.8% |
| All | +90.1% | +63.4% | +26.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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