-99.6%
DFNS vs BOXX
+4.1%
-103.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | 0.0% | -18.4% | -17.8% |
| 7D | -27.7% | +0.1% | -27.8% | -26.5% |
| 30D | -58.0% | +0.4% | -58.3% | -56.5% |
| 3M | -94.0% | +1.0% | -95.0% | -93.3% |
| 6M | -94.6% | +2.0% | -96.5% | -96.1% |
| YTD | -99.4% | +3.3% | -102.7% | -99.8% |
| 1Y | -99.6% | +4.1% | -103.7% | -100.0% |
| All | -99.6% | +4.1% | -103.7% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling