-98.3%
DFNS vs BOXX
+4.0%
-102.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -1.6% |
| 7D | -6.3% | +0.1% | -6.4% | -5.3% |
| 30D | -74.0% | +0.3% | -74.3% | -71.5% |
| 3M | -70.1% | +1.0% | -71.2% | -68.1% |
| 6M | -93.9% | +1.9% | -95.8% | -94.5% |
| YTD | -98.1% | +2.7% | -100.8% | -98.0% |
| 1Y | -98.3% | +4.0% | -102.3% | -95.2% |
| All | -98.3% | +4.0% | -102.3% | -95.2% |
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 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