+115.4%
FOXA vs ROK
+51.1%
+64.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +5.0% | -4.8% | +9.8% | +6.2% |
| 3M | -3.0% | -6.1% | +3.1% | -2.2% |
| 6M | +14.8% | +15.5% | -0.7% | +9.0% |
| YTD | -8.9% | +11.2% | -20.1% | -12.6% |
| 1Y | +13.3% | +23.8% | -10.5% | +5.5% |
| 3Y | +115.4% | +53.1% | +62.3% | +81.2% |
| All | +115.4% | +51.1% | +64.3% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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