+125.2%
INTC vs FOXA
+90.3%
+34.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.3% | +9.1% |
| 7D | +17.4% | -0.6% | +18.0% | +17.5% |
| 30D | +2.8% | +2.3% | +0.5% | +1.8% |
| 3M | -5.3% | -2.8% | -2.4% | -5.8% |
| 6M | +140.6% | +9.6% | +131.0% | +128.4% |
| YTD | +183.1% | -9.9% | +193.0% | +186.2% |
| 1Y | +326.8% | +5.4% | +321.4% | +303.6% |
| 3Y | +179.4% | +115.3% | +64.2% | +100.3% |
| 5Y | +111.7% | +93.1% | +18.7% | +55.9% |
| All | +125.2% | +90.3% | +34.9% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling