+29.2%
DKS vs BOXX
+18.5%
+10.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.4% |
| 30D | -32.7% | +0.3% | -33.1% | -34.3% |
| 3M | -38.8% | +1.0% | -39.8% | -43.1% |
| 6M | -29.4% | +1.9% | -31.4% | -37.5% |
| YTD | -30.3% | +2.7% | -33.0% | -40.5% |
| 1Y | -39.6% | +4.0% | -43.6% | -51.7% |
| 3Y | +32.2% | +14.7% | +17.5% | -20.3% |
| All | +29.2% | +18.5% | +10.7% | -25.9% |
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