+31.6%
DECK vs BOXX
+18.4%
+13.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | -13.6% | +0.4% | -14.0% | -14.2% |
| 3M | -21.2% | +1.0% | -22.3% | -22.9% |
| 6M | -21.1% | +2.0% | -23.1% | -23.6% |
| YTD | -17.2% | +2.6% | -19.9% | -20.8% |
| 1Y | -30.7% | +4.1% | -34.8% | -35.0% |
| 3Y | -3.4% | +14.7% | -18.1% | +33.0% |
| All | +31.6% | +18.4% | +13.2% | +115.4% |
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