+90.1%
FOXA vs ROP
+25.3%
+64.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.3% |
| 7D | -3.7% | -8.0% | +4.3% | -0.2% |
| 30D | +5.4% | -2.7% | +8.1% | +6.5% |
| 3M | -3.7% | +16.6% | -20.3% | -10.3% |
| 6M | +12.6% | +10.4% | +2.2% | +7.0% |
| YTD | -10.0% | -12.1% | +2.1% | -5.8% |
| 1Y | +15.0% | -23.6% | +38.7% | +28.0% |
| 3Y | +115.1% | -19.3% | +134.4% | +130.6% |
| 5Y | +93.0% | -15.4% | +108.4% | +98.9% |
| All | +90.1% | +25.3% | +64.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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