-88.6%
OPEN vs FOXA
+154.6%
-243.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.3% | -6.2% | -7.7% |
| 7D | -31.0% | -2.9% | -28.1% | -29.6% |
| 30D | -41.5% | +5.1% | -46.6% | -42.6% |
| 3M | -64.6% | +4.7% | -69.3% | -65.4% |
| 6M | -73.8% | -0.2% | -73.5% | -74.3% |
| YTD | -78.8% | -9.2% | -69.6% | -78.3% |
| 1Y | -86.8% | -0.6% | -86.2% | -87.2% |
| 3Y | -40.6% | +125.7% | -166.3% | -65.4% |
| 5Y | -94.7% | +70.2% | -164.8% | -96.6% |
| All | -88.6% | +154.6% | -243.2% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling