+115.4%
FOXA vs OMC
+10.5%
+104.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +0.8% | -4.4% | +5.2% | +2.2% |
| 30D | +5.0% | -7.6% | +12.6% | +7.5% |
| 3M | -3.0% | +4.5% | -7.6% | -5.0% |
| 6M | +14.8% | -0.3% | +15.0% | +14.0% |
| YTD | -8.9% | -0.1% | -8.8% | -9.7% |
| 1Y | +13.3% | +4.6% | +8.7% | +9.8% |
| 3Y | +115.4% | +10.5% | +104.9% | +90.1% |
| All | +115.4% | +10.5% | +104.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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