+49.6%
ON vs FOXA
+90.4%
-40.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -2.0% |
| 7D | -4.7% | -3.7% | -1.0% | -3.3% |
| 30D | -13.5% | +5.4% | -18.8% | -15.6% |
| 3M | -36.3% | -3.7% | -32.6% | -36.4% |
| 6M | +17.8% | +12.6% | +5.2% | +7.3% |
| YTD | +29.6% | -10.0% | +39.5% | +33.1% |
| 1Y | +45.8% | +15.0% | +30.8% | +27.5% |
| 3Y | -28.3% | +115.1% | -143.4% | -57.5% |
| 5Y | +49.6% | +93.0% | -43.4% | -4.8% |
| All | +49.6% | +90.4% | -40.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling