+8.9%
FOXA vs RSG
+19.5%
-10.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +9.9% | +5.1% | +4.7% | +8.7% |
| 30D | +10.0% | +15.3% | -5.3% | +7.2% |
| 3M | +18.4% | +18.6% | -0.2% | +15.3% |
| 6M | +12.2% | +19.5% | -7.4% | +10.0% |
| YTD | -3.8% | +17.2% | -21.0% | -4.3% |
| 1Y | +8.9% | +19.6% | -10.6% | +8.6% |
| All | +8.9% | +19.5% | -10.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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