+459.6%
DOCN vs BOXX
+18.4%
+441.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +26.5% | +0.1% | +26.4% | +26.5% |
| 30D | +2.3% | +0.3% | +2.0% | +2.2% |
| 3M | -21.2% | +1.0% | -22.2% | -22.3% |
| 6M | +130.6% | +1.9% | +128.7% | +114.5% |
| YTD | +175.7% | +2.6% | +173.1% | +147.2% |
| 1Y | +286.6% | +4.0% | +282.6% | +230.0% |
| 3Y | +394.1% | +14.6% | +379.5% | +172.8% |
| All | +459.6% | +18.4% | +441.1% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling