+29.7%
DIS vs BOXX
+18.4%
+11.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +2.2% | +0.3% | +1.9% | +1.9% |
| 3M | +8.1% | +1.0% | +7.2% | +7.0% |
| 6M | +5.2% | +1.9% | +3.3% | +3.2% |
| YTD | -6.3% | +2.6% | -8.9% | -8.5% |
| 1Y | -7.3% | +4.0% | -11.3% | -9.9% |
| 3Y | +33.8% | +14.6% | +19.2% | +51.0% |
| All | +29.7% | +18.4% | +11.3% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling