+139.3%
FOXA vs RL
+250.5%
-111.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | +10.0% | +2.9% | +7.0% | +9.4% |
| 3M | +5.0% | 0.0% | +5.0% | +4.9% |
| 6M | +3.4% | +17.1% | -13.7% | -0.2% |
| YTD | -5.5% | +10.1% | -15.6% | -8.1% |
| 1Y | +5.5% | +17.3% | -11.8% | +0.9% |
| 3Y | +139.3% | +249.3% | -110.0% | +80.9% |
| All | +139.3% | +250.5% | -111.3% | +80.9% |
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