+86.3%
FOXA vs RSG
+215.7%
-129.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | +3.7% | -2.5% | -0.4% |
| 3M | -6.1% | +6.2% | -12.3% | -8.5% |
| 6M | +8.2% | -2.8% | +11.0% | +9.2% |
| YTD | -11.8% | +5.9% | -17.7% | -14.4% |
| 1Y | +9.9% | -1.8% | +11.7% | +10.1% |
| 3Y | +110.7% | +57.5% | +53.3% | +65.6% |
| 5Y | +86.9% | +91.1% | -4.1% | +28.5% |
| All | +86.3% | +215.7% | -129.4% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling