+161.0%
DAL vs BOXX
+14.4%
+146.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +12.8% | +0.4% | +12.5% | +9.8% |
| 3M | -5.3% | +1.0% | -6.3% | -12.0% |
| 6M | +22.4% | +2.0% | +20.3% | +4.8% |
| YTD | +25.6% | +3.4% | +22.2% | -6.1% |
| 1Y | +45.5% | +4.1% | +41.4% | +1.8% |
| 3Y | +161.0% | +14.4% | +146.6% | -16.3% |
| All | +161.0% | +14.4% | +146.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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