+280.5%
DASH vs BOXX
+19.3%
+261.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | -2.8% | +0.1% | -2.9% | -3.9% |
| 30D | -9.3% | +0.4% | -9.6% | -12.4% |
| 3M | -15.1% | +1.0% | -16.1% | -22.8% |
| 6M | +8.7% | +2.0% | +6.7% | -9.5% |
| YTD | -21.3% | +3.4% | -24.7% | -42.0% |
| 1Y | -12.7% | +4.1% | -16.7% | -39.6% |
| 3Y | +103.8% | +14.3% | +89.5% | -14.5% |
| All | +280.5% | +19.3% | +261.2% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling