+86.9%
FOXA vs RL
+233.3%
-146.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -5.4% | -0.3% | -5.2% | -5.4% |
| 30D | +1.1% | -17.5% | +18.7% | +5.7% |
| 3M | -6.1% | -14.0% | +7.9% | -3.1% |
| 6M | +8.2% | -2.0% | +10.2% | +7.5% |
| YTD | -11.8% | -4.6% | -7.2% | -12.0% |
| 1Y | +9.9% | +9.5% | +0.4% | +5.4% |
| 3Y | +110.7% | +200.5% | -89.7% | +50.1% |
| 5Y | +86.9% | +226.3% | -139.3% | +23.0% |
| All | +86.9% | +233.3% | -146.4% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling