+99.6%
FOXA vs RGEN
+186.7%
-87.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.4% | +4.0% |
| 7D | +2.7% | -3.3% | +6.0% | +3.0% |
| 30D | +10.0% | -5.8% | +15.8% | +10.6% |
| 3M | +5.0% | +0.2% | +4.8% | +4.8% |
| 6M | +3.4% | +56.8% | -53.4% | -1.9% |
| YTD | -5.5% | +2.4% | -7.9% | -6.5% |
| 1Y | +5.5% | +11.4% | -5.9% | +3.4% |
| 3Y | +139.3% | +15.2% | +124.1% | +128.1% |
| 5Y | +77.2% | -35.1% | +112.3% | +71.6% |
| All | +99.6% | +186.7% | -87.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling