+7.8%
GOOG vs FOXA
+10.9%
-3.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -2.5% | -3.7% | +1.2% | -2.3% |
| 30D | -3.6% | +5.4% | -9.0% | -3.8% |
| 3M | -6.4% | -3.7% | -2.7% | -7.6% |
| 6M | +7.8% | +12.6% | -4.8% | +10.0% |
| All | +7.8% | +10.9% | -3.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 6mo: compounded portfolio wealth divided by compounded FOXA 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…
6mo analysis · Full analysis span regression · 6 months rolling