+115.3%
FOXA vs RL
+211.8%
-96.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -0.6% | +1.9% | -2.5% | -1.0% |
| 30D | +2.3% | -12.2% | +14.5% | +4.7% |
| 3M | -2.8% | -6.6% | +3.8% | -2.0% |
| 6M | +9.6% | +3.2% | +6.4% | +7.8% |
| YTD | -9.9% | -1.3% | -8.6% | -10.6% |
| 1Y | +5.4% | +13.6% | -8.2% | +0.8% |
| 3Y | +115.3% | +210.9% | -95.6% | +63.1% |
| All | +115.3% | +211.8% | -96.6% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling