+28.0%
DKS vs BOXX
+18.5%
+9.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.1% |
| 7D | -3.0% | +0.1% | -3.0% | -3.3% |
| 30D | -33.4% | +0.3% | -33.7% | -34.9% |
| 3M | -39.4% | +1.0% | -40.4% | -43.6% |
| 6M | -30.1% | +1.9% | -32.0% | -38.1% |
| YTD | -31.0% | +2.7% | -33.6% | -41.0% |
| 1Y | -40.2% | +4.0% | -44.2% | -52.1% |
| 3Y | +30.9% | +14.7% | +16.3% | -21.0% |
| All | +28.0% | +18.5% | +9.5% | -26.6% |
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 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