+92.4%
FOXA vs RSG
+216.1%
-123.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +5.0% | +4.0% | +1.1% | +3.3% |
| 3M | -3.0% | +7.4% | -10.4% | -6.0% |
| 6M | +14.8% | +0.1% | +14.7% | +14.3% |
| YTD | -8.9% | +6.0% | -14.9% | -11.7% |
| 1Y | +13.3% | -3.0% | +16.3% | +14.1% |
| 3Y | +115.4% | +56.5% | +58.9% | +69.8% |
| 5Y | +95.3% | +90.9% | +4.4% | +34.3% |
| All | +92.4% | +216.1% | -123.7% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling