+216.2%
ON vs FOXA
+99.6%
+116.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -5.7% |
| 7D | +12.2% | +2.7% | +9.6% | +10.7% |
| 30D | -3.1% | +10.0% | -13.1% | -7.9% |
| 3M | -12.9% | +5.0% | -17.9% | -15.7% |
| 6M | -38.6% | +3.4% | -42.0% | -42.0% |
| YTD | +31.2% | -5.5% | +36.7% | +29.0% |
| 1Y | +47.6% | +5.5% | +42.1% | +35.5% |
| 3Y | +6.6% | +139.3% | -132.7% | -41.8% |
| 5Y | +21.3% | +77.2% | -55.9% | -21.6% |
| All | +216.2% | +99.6% | +116.7% | +50.5% |
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