-1.8%
DECK vs BOXX
+14.7%
-16.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.5% |
| 30D | -13.6% | +0.4% | -14.0% | -15.1% |
| 3M | -21.2% | +1.0% | -22.3% | -25.0% |
| 6M | -21.1% | +2.0% | -23.1% | -27.7% |
| YTD | -17.2% | +2.6% | -19.9% | -26.5% |
| 1Y | -30.7% | +4.1% | -34.8% | -42.5% |
| All | -1.8% | +14.7% | -16.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling