+90.8%
FOXA vs RVTY
+42.2%
+48.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.0% | +1.1% | -5.1% | -4.2% |
| 30D | +12.0% | +13.2% | -1.2% | +8.5% |
| 3M | +0.3% | +27.2% | -27.0% | -6.0% |
| 6M | +12.5% | +32.4% | -19.9% | +3.6% |
| YTD | -9.6% | +34.9% | -44.5% | -17.4% |
| 1Y | +8.6% | +52.4% | -43.8% | -4.5% |
| 3Y | +118.5% | +12.3% | +106.3% | +103.6% |
| 5Y | +88.8% | -30.8% | +119.6% | +98.2% |
| All | +90.8% | +42.2% | +48.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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