+93.1%
FOXA vs RNG
-68.4%
+161.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | -6.1% | +6.9% | +1.5% |
| 30D | +5.0% | +9.6% | -4.6% | +3.8% |
| 3M | -3.0% | +83.3% | -86.4% | -10.2% |
| 6M | +14.8% | +77.9% | -63.2% | +5.9% |
| YTD | -8.9% | +139.9% | -148.8% | -19.7% |
| 1Y | +13.3% | +121.7% | -108.3% | +0.7% |
| 3Y | +115.4% | +121.9% | -6.5% | +86.0% |
| All | +93.1% | -68.4% | +161.5% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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