+119.4%
FOXA vs RF
+92.1%
+27.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | +12.0% | -3.6% | +15.6% | +13.5% |
| 3M | +0.3% | +8.1% | -7.8% | -2.6% |
| 6M | +12.5% | +11.5% | +1.0% | +7.7% |
| YTD | -9.6% | +15.6% | -25.2% | -14.7% |
| 1Y | +8.6% | +15.7% | -7.1% | +2.2% |
| All | +119.4% | +92.1% | +27.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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