+0.8%
ROL vs FOXA
+118.5%
-117.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | -6.9% | +2.3% | -9.3% | -7.4% |
| 3M | -24.6% | -2.8% | -21.8% | -24.7% |
| 6M | -39.5% | +9.6% | -49.1% | -41.1% |
| YTD | -41.1% | -9.9% | -31.2% | -40.9% |
| 1Y | -37.9% | +5.4% | -43.3% | -39.4% |
| 3Y | +0.8% | +115.3% | -114.5% | -9.7% |
| All | +0.8% | +118.5% | -117.7% | -9.7% |
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