-8.2%
IR vs FOXA
+10.5%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -1.9% | -5.4% | +3.5% | -1.6% |
| 30D | -15.0% | +1.1% | -16.2% | -15.1% |
| 3M | -0.4% | -6.1% | +5.7% | +0.5% |
| 6M | -15.0% | +8.2% | -23.3% | -17.1% |
| YTD | -7.1% | -11.8% | +4.7% | -4.8% |
| All | -8.2% | +10.5% | -18.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling