+40.0%
ROL vs FOXA
+90.1%
-50.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -3.2% | -3.7% | +0.5% | -2.7% |
| 30D | -6.6% | +5.4% | -12.0% | -7.5% |
| 3M | -27.3% | -3.7% | -23.6% | -27.2% |
| 6M | -38.1% | +12.6% | -50.6% | -39.7% |
| YTD | -41.8% | -10.0% | -31.8% | -41.3% |
| 1Y | -37.8% | +15.0% | -52.8% | -39.6% |
| 3Y | -0.3% | +115.1% | -115.4% | -12.7% |
| 5Y | -5.1% | +93.0% | -98.1% | -15.9% |
| All | +40.0% | +90.1% | -50.2% | +14.0% |
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