+119.4%
FOXA vs URI
+121.2%
-1.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | -4.0% | -2.0% | -2.0% | -3.7% |
| 30D | +12.0% | -12.9% | +24.9% | +14.2% |
| 3M | +0.3% | -6.7% | +7.0% | +0.9% |
| 6M | +12.5% | +19.0% | -6.5% | +7.9% |
| YTD | -9.6% | +25.5% | -35.2% | -15.0% |
| 1Y | +8.6% | +5.5% | +3.0% | +6.4% |
| All | +119.4% | +121.2% | -1.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling