+94.4%
FOXA vs URI
+780.6%
-686.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | +5.4% | -9.8% | +15.2% | +8.4% |
| 30D | +6.3% | +1.7% | +4.5% | +5.5% |
| 3M | +8.3% | -9.1% | +17.4% | +10.8% |
| 6M | +7.6% | +9.9% | -2.3% | +2.9% |
| YTD | -7.9% | +31.2% | -39.2% | -18.6% |
| 1Y | +2.4% | +25.9% | -23.6% | -8.3% |
| 3Y | +120.3% | +147.4% | -27.0% | +49.1% |
| 5Y | +71.0% | +179.7% | -108.8% | +6.0% |
| All | +94.4% | +780.6% | -686.2% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling