+139.3%
FOXA vs RF
+119.8%
+19.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.6% |
| 7D | +2.7% | +1.9% | +0.7% | +1.9% |
| 30D | +10.0% | +7.3% | +2.7% | +7.0% |
| 3M | +5.0% | -7.9% | +12.9% | +8.4% |
| 6M | +3.4% | +10.5% | -7.1% | -0.7% |
| YTD | -5.5% | +9.6% | -15.1% | -9.3% |
| 1Y | +5.5% | +20.3% | -14.8% | -2.5% |
| 3Y | +139.3% | +119.5% | +19.8% | +70.5% |
| All | +139.3% | +119.8% | +19.5% | +70.5% |
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