+90.3%
FOXA vs RNG
-32.8%
+123.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +2.3% | +11.4% | -9.1% | +1.3% |
| 3M | -2.8% | +72.1% | -74.9% | -7.9% |
| 6M | +9.6% | +67.9% | -58.3% | +3.6% |
| YTD | -9.9% | +144.3% | -154.2% | -18.1% |
| 1Y | +5.4% | +117.5% | -112.2% | -3.4% |
| 3Y | +115.3% | +123.9% | -8.6% | +93.1% |
| 5Y | +93.1% | -70.1% | +163.2% | +85.0% |
| All | +90.3% | -32.8% | +123.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling