+91.7%
FOXA vs REPL
+97.5%
-5.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.4% |
| 7D | -2.9% | +9.8% | -12.7% | -3.1% |
| 30D | +5.1% | +81.5% | -76.4% | +3.9% |
| 3M | +4.7% | +44.2% | -39.5% | +3.8% |
| 6M | -0.2% | +437.4% | -437.6% | -5.7% |
| YTD | -9.2% | +126.1% | -135.4% | -13.6% |
| 1Y | -0.6% | +143.1% | -143.7% | -5.7% |
| 3Y | +125.7% | +97.8% | +27.9% | +91.4% |
| 5Y | +70.2% | -34.3% | +104.4% | +55.3% |
| All | +91.7% | +97.5% | -5.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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