+98.3%
FOXA vs RL
+267.8%
-169.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -2.4% | -4.4% | +2.0% | -1.2% |
| 30D | +8.6% | +5.6% | +3.0% | +6.7% |
| 3M | +9.9% | -0.6% | +10.5% | +9.7% |
| 6M | +0.8% | +15.5% | -14.6% | -4.5% |
| YTD | -6.1% | +12.3% | -18.4% | -11.1% |
| 1Y | +3.3% | +19.3% | -16.0% | -4.4% |
| 3Y | +133.5% | +255.5% | -122.0% | +44.6% |
| 5Y | +75.8% | +247.1% | -171.2% | +5.8% |
| All | +98.3% | +267.8% | -169.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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