+65.2%
DE vs BOXX
+18.5%
+46.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.2% |
| 7D | -2.6% | +0.1% | -2.6% | -2.4% |
| 30D | +9.0% | +0.3% | +8.7% | +9.9% |
| 3M | +19.1% | +1.0% | +18.1% | +22.2% |
| 6M | +14.4% | +1.9% | +12.4% | +19.5% |
| YTD | +45.9% | +2.7% | +43.3% | +55.0% |
| 1Y | +43.6% | +4.0% | +39.6% | +58.4% |
| 3Y | +75.9% | +14.7% | +61.2% | +197.4% |
| All | +65.2% | +18.5% | +46.7% | +320.6% |
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 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