+217.5%
DDOG vs BOXX
+18.4%
+199.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -10.2% | +0.3% | -10.4% | -9.9% |
| 3M | -2.6% | +1.0% | -3.6% | -1.7% |
| 6M | +80.1% | +1.9% | +78.2% | +82.6% |
| YTD | +63.0% | +2.6% | +60.4% | +65.5% |
| 1Y | +59.4% | +4.0% | +55.4% | +60.2% |
| 3Y | +127.0% | +14.6% | +112.4% | +120.0% |
| All | +217.5% | +18.4% | +199.1% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling