+27.4%
O vs FOXA
+90.8%
-63.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | -0.7% | -4.0% | +3.2% | +0.4% |
| 30D | -1.9% | +12.0% | -13.9% | -5.3% |
| 3M | +3.8% | +0.3% | +3.6% | +2.7% |
| 6M | -4.7% | +12.5% | -17.2% | -9.5% |
| YTD | +12.5% | -9.6% | +22.1% | +14.2% |
| 1Y | +10.8% | +8.6% | +2.2% | +5.4% |
| 3Y | +28.8% | +118.5% | -89.8% | -6.6% |
| 5Y | +13.2% | +88.8% | -75.6% | -15.8% |
| All | +27.4% | +90.8% | -63.4% | -26.1% |
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