+216.7%
DDOG vs BOXX
+18.5%
+198.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -8.2% | +0.3% | -8.5% | -7.9% |
| 3M | -5.6% | +1.0% | -6.6% | -4.6% |
| 6M | +73.5% | +1.9% | +71.6% | +75.8% |
| YTD | +62.7% | +2.7% | +60.0% | +65.2% |
| 1Y | +59.0% | +4.0% | +54.9% | +59.8% |
| 3Y | +117.1% | +14.7% | +102.5% | +110.3% |
| All | +216.7% | +18.5% | +198.3% | +255.6% |
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