+35.6%
DECK vs BOXX
+19.3%
+16.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +4.9% | +0.4% | +4.5% | +4.1% |
| 3M | -5.8% | +1.0% | -6.8% | -8.0% |
| 6M | -8.6% | +2.0% | -10.6% | -12.2% |
| YTD | -14.7% | +3.4% | -18.1% | -19.8% |
| 1Y | +6.9% | +4.1% | +2.8% | -0.5% |
| 3Y | -16.2% | +14.3% | -30.5% | +1.5% |
| All | +35.6% | +19.3% | +16.3% | +118.1% |
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