+96.5%
FOXA vs URI
+821.8%
-725.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +0.4% | -6.0% | +6.4% | +2.0% |
| 30D | +7.9% | +4.6% | +3.3% | +6.3% |
| 3M | +6.7% | -2.7% | +9.4% | +6.9% |
| 6M | +7.5% | +18.4% | -10.9% | +0.6% |
| YTD | -6.9% | +37.4% | -44.3% | -18.8% |
| 1Y | +2.2% | +30.4% | -28.2% | -9.4% |
| 3Y | +131.4% | +147.9% | -16.5% | +56.9% |
| 5Y | +76.2% | +202.1% | -125.8% | +6.5% |
| All | +96.5% | +821.8% | -725.2% | -33.7% |
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