-28.0%
ORCL vs FOXA
+9.1%
-37.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +2.7% |
| 7D | +5.3% | -4.0% | +9.2% | +4.7% |
| 30D | +10.0% | +12.0% | -2.0% | +11.5% |
| 3M | -32.6% | +0.3% | -32.8% | -33.0% |
| 6M | +4.9% | +12.5% | -7.5% | +7.7% |
| YTD | -17.8% | -9.6% | -8.1% | -23.7% |
| 1Y | -28.0% | +8.6% | -36.6% | -22.2% |
| All | -28.0% | +9.1% | -37.1% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling