+374.4%
DOCN vs BOXX
+18.4%
+355.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | -9.6% | +0.4% | -10.0% | -9.7% |
| 3M | -37.7% | +1.0% | -38.7% | -38.7% |
| 6M | +115.2% | +2.0% | +113.2% | +99.7% |
| YTD | +133.7% | +2.6% | +131.1% | +109.5% |
| 1Y | +250.2% | +4.1% | +246.1% | +198.4% |
| 3Y | +320.3% | +14.7% | +305.6% | +131.6% |
| All | +374.4% | +18.4% | +355.9% | +53.4% |
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