+15.5%
ROL vs FOXA
+81.6%
-66.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +20.6% | +8.6% | +12.0% | +18.7% |
| 3M | +4.5% | +9.9% | -5.4% | +2.5% |
| 6M | -26.5% | +0.8% | -27.3% | -27.2% |
| YTD | -34.8% | -6.1% | -28.7% | -34.8% |
| 1Y | -33.2% | +3.3% | -36.5% | -34.4% |
| 3Y | +4.5% | +133.5% | -129.0% | -12.5% |
| 5Y | +15.5% | +75.8% | -60.3% | +6.7% |
| All | +15.5% | +81.6% | -66.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling