+1,472.4%
DELL vs BOXX
+18.5%
+1,454.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +12.3% |
| 7D | +8.2% | +0.1% | +8.2% | +8.6% |
| 30D | +17.1% | +0.3% | +16.8% | +19.3% |
| 3M | +45.2% | +1.0% | +44.1% | +53.9% |
| 6M | +286.8% | +1.9% | +284.8% | +320.6% |
| YTD | +354.8% | +2.7% | +352.1% | +406.0% |
| 1Y | +358.3% | +4.0% | +354.2% | +441.3% |
| 3Y | +724.9% | +14.7% | +710.3% | +1,789.6% |
| All | +1,472.4% | +18.5% | +1,454.0% | +4,650.9% |
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