+61.6%
DGX vs BOXX
+18.5%
+43.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.8% |
| 7D | -0.9% | +0.1% | -0.9% | -0.8% |
| 30D | -1.2% | +0.3% | -1.5% | -0.6% |
| 3M | +15.8% | +1.0% | +14.7% | +17.7% |
| 6M | +18.2% | +1.9% | +16.2% | +21.8% |
| YTD | +37.2% | +2.7% | +34.5% | +42.1% |
| 1Y | +30.4% | +4.0% | +26.3% | +35.5% |
| 3Y | +96.7% | +14.7% | +82.1% | +118.3% |
| All | +61.6% | +18.5% | +43.1% | +95.8% |
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