+15.0%
FOXA vs ROP
-24.5%
+39.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | -3.7% | -8.0% | +4.3% | -1.4% |
| 30D | +5.4% | -2.7% | +8.1% | +6.2% |
| 3M | -3.7% | +16.6% | -20.3% | -7.7% |
| 6M | +12.6% | +10.4% | +2.2% | +9.1% |
| YTD | -10.0% | -12.1% | +2.1% | -10.2% |
| 1Y | +15.0% | -23.6% | +38.7% | +18.1% |
| All | +15.0% | -24.5% | +39.6% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling