+92.4%
FOXA vs RMBS
+738.7%
-646.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | +0.8% | +1.8% | -1.0% | +0.5% |
| 30D | +5.0% | -13.9% | +18.9% | +7.4% |
| 3M | -3.0% | -39.8% | +36.8% | +4.2% |
| 6M | +14.8% | -6.0% | +20.8% | +10.7% |
| YTD | -8.9% | -5.4% | -3.6% | -13.5% |
| 1Y | +13.3% | -1.8% | +15.1% | +5.1% |
| 3Y | +115.4% | +53.7% | +61.8% | +66.5% |
| 5Y | +95.3% | +268.5% | -173.2% | +6.5% |
| All | +92.4% | +738.7% | -646.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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