+20.7%
DOC vs BOXX
+2.0%
+18.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.6% |
| 7D | -1.5% | +0.1% | -1.5% | -1.2% |
| 30D | -4.8% | +0.4% | -5.1% | -3.7% |
| 3M | +6.9% | +1.0% | +5.9% | +10.0% |
| 6M | +20.7% | +2.0% | +18.8% | +37.6% |
| All | +20.7% | +2.0% | +18.8% | +37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling