+315.9%
JPM vs FOXA
+90.3%
+225.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -1.1% | +2.3% | -3.4% | -2.2% |
| 3M | +14.1% | -2.8% | +17.0% | +13.7% |
| 6M | +23.3% | +9.6% | +13.7% | +15.7% |
| YTD | +11.3% | -9.9% | +21.2% | +13.5% |
| 1Y | +23.0% | +5.4% | +17.6% | +16.2% |
| 3Y | +162.6% | +115.3% | +47.3% | +75.7% |
| 5Y | +152.8% | +93.1% | +59.7% | +73.2% |
| All | +315.9% | +90.3% | +225.6% | +143.9% |
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