-70.8%
OPEN vs FOXA
+153.5%
-224.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.4% |
| 7D | -4.3% | -4.0% | -0.3% | -2.2% |
| 30D | -16.2% | +12.0% | -28.2% | -21.7% |
| 3M | -36.4% | +0.3% | -36.6% | -38.1% |
| 6M | -35.5% | +12.5% | -47.9% | -42.0% |
| YTD | -46.0% | -9.6% | -36.3% | -44.7% |
| 1Y | -47.1% | +8.6% | -55.7% | -52.2% |
| 3Y | -19.0% | +118.5% | -137.6% | -52.3% |
| 5Y | -83.6% | +88.8% | -172.3% | -89.5% |
| All | -70.8% | +153.5% | -224.3% | -79.8% |
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