+44.0%
DLTR vs BOXX
+4.1%
+40.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.3% |
| 7D | +15.6% | +0.1% | +15.5% | +14.5% |
| 30D | +29.9% | +0.4% | +29.5% | +24.7% |
| 3M | +12.5% | +1.0% | +11.5% | -3.2% |
| 6M | +56.3% | +2.0% | +54.3% | +15.5% |
| YTD | +19.5% | +3.3% | +16.2% | -29.5% |
| 1Y | +44.0% | +4.1% | +40.0% | -39.8% |
| All | +44.0% | +4.1% | +40.0% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling