+116.4%
DOCN vs BOXX
+4.1%
+112.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.1% |
| 7D | -20.0% | +0.1% | -20.1% | -19.9% |
| 30D | -38.8% | +0.4% | -39.1% | -38.2% |
| 3M | -34.8% | +1.0% | -35.8% | -31.8% |
| 6M | -22.8% | +2.0% | -24.7% | -28.3% |
| YTD | +74.6% | +3.3% | +71.3% | -18.7% |
| 1Y | +116.4% | +4.1% | +112.4% | -48.9% |
| All | +116.4% | +4.1% | +112.4% | -48.9% |
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 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