+47.6%
ON vs FOXA
+11.1%
+36.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -1.2% |
| 7D | -5.8% | +9.9% | -15.7% | -4.2% |
| 30D | -17.1% | +10.0% | -27.1% | -15.6% |
| 3M | -11.8% | +18.4% | -30.2% | -8.4% |
| 6M | -30.2% | +12.2% | -42.4% | -27.3% |
| YTD | +31.6% | -3.8% | +35.4% | +36.6% |
| 1Y | +47.6% | +8.9% | +38.6% | +51.6% |
| All | +47.6% | +11.1% | +36.5% | +51.6% |
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