+327.8%
DASH vs BOXX
+18.4%
+309.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -11.2% | 0.0% | -11.2% | -11.3% |
| 30D | -7.3% | +0.3% | -7.6% | -10.0% |
| 3M | +31.4% | +1.0% | +30.4% | +19.8% |
| 6M | +11.9% | +1.9% | +9.9% | -5.9% |
| YTD | -11.5% | +2.6% | -14.1% | -30.2% |
| 1Y | -20.0% | +4.0% | -24.0% | -43.8% |
| 3Y | +143.9% | +14.6% | +129.3% | +12.4% |
| All | +327.8% | +18.4% | +309.4% | +68.8% |
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