+230.2%
DOCN vs BOXX
+19.3%
+211.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.0% |
| 7D | -12.8% | +0.1% | -12.9% | -12.9% |
| 30D | -41.9% | +0.3% | -42.3% | -42.1% |
| 3M | -36.9% | +1.0% | -38.0% | -37.2% |
| 6M | -52.2% | +2.0% | -54.2% | -53.7% |
| YTD | +62.7% | +3.4% | +59.4% | +45.4% |
| 1Y | +58.2% | +4.1% | +54.2% | +37.1% |
| 3Y | +219.5% | +14.4% | +205.1% | +77.6% |
| All | +230.2% | +19.3% | +211.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling