+61.6%
DDOG vs BOXX
+4.0%
+57.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.5% |
| 7D | -10.1% | +0.1% | -10.2% | -9.6% |
| 30D | -24.8% | +0.4% | -25.2% | -21.2% |
| 3M | -12.6% | +1.0% | -13.6% | -0.3% |
| 6M | +79.9% | +2.0% | +78.0% | +143.5% |
| YTD | +56.6% | +2.6% | +53.9% | +161.8% |
| 1Y | +61.6% | +4.1% | +57.5% | +376.4% |
| All | +61.6% | +4.0% | +57.5% | +376.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling