+231.0%
ON vs FOXA
+90.8%
+140.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.7% |
| 7D | +2.4% | -4.0% | +6.4% | +4.4% |
| 30D | -3.3% | +12.0% | -15.3% | -9.2% |
| 3M | -43.6% | +0.3% | -43.8% | -45.5% |
| 6M | +19.0% | +12.5% | +6.5% | +6.7% |
| YTD | +37.4% | -9.6% | +47.0% | +38.9% |
| 1Y | +54.8% | +8.6% | +46.2% | +38.4% |
| 3Y | -25.2% | +118.5% | -143.7% | -56.9% |
| 5Y | +62.7% | +88.8% | -26.0% | +1.1% |
| All | +231.0% | +90.8% | +140.2% | +62.0% |
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