+93.0%
FOXA vs OMC
+31.0%
+62.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -3.7% | -6.2% | +2.5% | -1.3% |
| 30D | +5.4% | -7.6% | +12.9% | +8.5% |
| 3M | -3.7% | +7.4% | -11.1% | -7.2% |
| 6M | +12.6% | +0.1% | +12.4% | +11.4% |
| YTD | -10.0% | +0.4% | -10.4% | -11.7% |
| 1Y | +15.0% | +7.8% | +7.3% | +8.4% |
| 3Y | +115.1% | +11.8% | +103.3% | +92.6% |
| 5Y | +93.0% | +32.5% | +60.6% | +48.0% |
| All | +93.0% | +31.0% | +62.1% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling