+15.0%
FOXA vs RRC
+24.3%
-9.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.1% |
| 7D | -3.7% | -1.2% | -2.6% | -3.7% |
| 30D | +5.4% | +3.0% | +2.4% | +5.3% |
| 3M | -3.7% | +7.3% | -11.0% | -4.2% |
| 6M | +12.6% | +3.6% | +9.0% | +12.1% |
| YTD | -10.0% | +19.4% | -29.3% | -9.4% |
| 1Y | +15.0% | +21.4% | -6.4% | +22.3% |
| All | +15.0% | +24.3% | -9.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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