-30.2%
RIG vs FOXA
+117.6%
-147.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -0.5% | +5.0% | -5.6% | -1.9% |
| 3M | -6.0% | -3.0% | -2.9% | -5.2% |
| 6M | -10.1% | +14.8% | -24.9% | -14.8% |
| YTD | +37.3% | -8.9% | +46.2% | +42.0% |
| 1Y | +73.9% | +13.3% | +60.6% | +61.7% |
| 3Y | -30.2% | +115.4% | -145.6% | -53.0% |
| All | -30.2% | +117.6% | -147.8% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling