+4.9%
DG vs BOXX
+14.7%
-9.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.0% |
| 7D | -6.5% | +0.1% | -6.5% | -6.7% |
| 30D | +4.2% | +0.3% | +3.8% | +2.5% |
| 3M | +9.5% | +1.0% | +8.5% | +4.0% |
| 6M | -13.1% | +1.9% | -15.1% | -20.3% |
| YTD | -4.8% | +2.7% | -7.5% | -14.6% |
| 1Y | +20.6% | +4.0% | +16.6% | +4.3% |
| 3Y | +4.9% | +14.7% | -9.7% | -49.4% |
| All | +4.9% | +14.7% | -9.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling