+38.7%
DECK vs BOXX
+19.3%
+19.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.4% |
| 7D | +6.4% | +0.1% | +6.3% | +6.1% |
| 30D | +9.1% | +0.3% | +8.8% | +8.3% |
| 3M | -7.2% | +1.0% | -8.2% | -9.4% |
| 6M | -9.9% | +2.0% | -11.9% | -13.5% |
| YTD | -12.8% | +3.4% | -16.1% | -17.9% |
| 1Y | +10.6% | +4.1% | +6.5% | +3.0% |
| 3Y | -13.8% | +14.4% | -28.2% | +4.9% |
| All | +38.7% | +19.3% | +19.4% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling