+5.0%
DOC vs BOXX
+18.4%
-13.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -1.5% | +0.1% | -1.5% | -1.6% |
| 30D | -4.8% | +0.4% | -5.1% | -5.5% |
| 3M | +6.9% | +1.0% | +5.9% | +4.7% |
| 6M | +20.7% | +2.0% | +18.8% | +15.8% |
| YTD | +34.1% | +2.6% | +31.5% | +26.5% |
| 1Y | +22.6% | +4.1% | +18.6% | +11.2% |
| 3Y | +20.8% | +14.7% | +6.1% | -15.5% |
| All | +5.0% | +18.4% | -13.4% | -26.9% |
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 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