+29.7%
DECK vs BOXX
+19.3%
+10.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +0.6% | +0.4% | +0.2% | -0.1% |
| 3M | -7.3% | +1.0% | -8.3% | -9.4% |
| 6M | -10.9% | +2.0% | -12.9% | -14.5% |
| YTD | -18.5% | +3.4% | -21.9% | -23.3% |
| 1Y | +0.2% | +4.1% | -3.9% | -6.7% |
| 3Y | -19.8% | +14.4% | -34.2% | -3.0% |
| All | +29.7% | +19.3% | +10.4% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling