+90.1%
FOXA vs RL
+213.3%
-123.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.7% | -2.2% | -1.5% | -3.1% |
| 30D | +5.4% | -15.3% | +20.7% | +10.7% |
| 3M | -3.7% | -10.3% | +6.6% | -1.0% |
| 6M | +12.6% | -2.2% | +14.8% | +11.6% |
| YTD | -10.0% | -4.3% | -5.7% | -10.4% |
| 1Y | +15.0% | +8.9% | +6.2% | +9.3% |
| 3Y | +115.1% | +201.4% | -86.3% | +40.2% |
| 5Y | +93.0% | +230.6% | -137.5% | +16.3% |
| All | +90.1% | +213.3% | -123.2% | -1.0% |
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