+90.8%
FOXA vs URI
+742.4%
-651.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.4% |
| 30D | +12.0% | -12.9% | +24.9% | +16.5% |
| 3M | +0.3% | -6.7% | +7.0% | +1.5% |
| 6M | +12.5% | +19.0% | -6.5% | +4.0% |
| YTD | -9.6% | +25.5% | -35.2% | -18.7% |
| 1Y | +8.6% | +5.5% | +3.0% | +3.1% |
| 3Y | +118.5% | +111.3% | +7.2% | +56.3% |
| 5Y | +88.8% | +198.6% | -109.8% | +13.8% |
| All | +90.8% | +742.4% | -651.6% | -33.6% |
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