+32.2%
DKS vs BOXX
+14.7%
+17.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +1.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.5% |
| 30D | -32.7% | +0.3% | -33.1% | -34.8% |
| 3M | -38.8% | +1.0% | -39.8% | -44.6% |
| 6M | -29.4% | +1.9% | -31.4% | -40.4% |
| YTD | -30.3% | +2.7% | -33.0% | -44.2% |
| 1Y | -39.6% | +4.0% | -43.6% | -56.3% |
| 3Y | +32.2% | +14.7% | +17.5% | -48.0% |
| All | +32.2% | +14.7% | +17.5% | -48.0% |
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 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