-84.2%
OPEN vs FOXA
+87.1%
-171.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -0.6% |
| 7D | -2.9% | -5.4% | +2.5% | +1.3% |
| 30D | -13.8% | +1.1% | -14.9% | -15.0% |
| 3M | -30.9% | -6.1% | -24.8% | -29.9% |
| 6M | -40.9% | +8.2% | -49.2% | -48.7% |
| YTD | -48.5% | -11.8% | -36.8% | -45.8% |
| 1Y | -50.9% | +9.9% | -60.8% | -59.3% |
| 3Y | -20.6% | +110.7% | -131.4% | -70.5% |
| 5Y | -84.2% | +86.9% | -171.1% | -93.0% |
| All | -84.2% | +87.1% | -171.3% | -93.0% |
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 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