-39.5%
ROL vs FOXA
+16.6%
-56.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -3.2% | +0.8% | -3.9% | -3.3% |
| 30D | -4.9% | +5.0% | -9.9% | -6.1% |
| 3M | -25.8% | -3.0% | -22.8% | -25.7% |
| 6M | -37.6% | +14.8% | -52.3% | -41.5% |
| YTD | -41.5% | -8.9% | -32.6% | -40.8% |
| 1Y | -39.5% | +13.3% | -52.8% | -44.5% |
| All | -39.5% | +16.6% | -56.0% | -44.5% |
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