+90.3%
FOXA vs OMC
+39.6%
+50.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | -0.6% | -5.8% | +5.1% | +2.3% |
| 30D | +2.3% | -4.8% | +7.1% | +4.7% |
| 3M | -2.8% | +9.2% | -12.1% | -8.4% |
| 6M | +9.6% | -2.5% | +12.1% | +9.5% |
| YTD | -9.9% | +2.6% | -12.5% | -13.7% |
| 1Y | +5.4% | +5.9% | -0.6% | -1.9% |
| 3Y | +115.3% | +14.2% | +101.1% | +84.3% |
| 5Y | +93.1% | +33.2% | +59.8% | +42.3% |
| All | +90.3% | +39.6% | +50.7% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling