-74.1%
OPEN vs FOXA
+152.6%
-226.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.7% | -7.8% |
| 7D | -10.5% | -3.7% | -6.8% | -8.9% |
| 30D | -21.8% | +5.4% | -27.1% | -24.2% |
| 3M | -37.5% | -3.7% | -33.8% | -37.7% |
| 6M | -44.1% | +12.6% | -56.7% | -49.8% |
| YTD | -52.0% | -10.0% | -42.0% | -50.8% |
| 1Y | -52.2% | +15.0% | -67.3% | -58.2% |
| 3Y | -25.9% | +115.1% | -141.0% | -56.0% |
| 5Y | -85.1% | +93.0% | -178.1% | -90.5% |
| All | -74.1% | +152.6% | -226.6% | -82.0% |
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 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