-25.5%
DOCS vs BOXX
+18.4%
-43.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -7.3% | 0.0% | -7.3% | -7.4% |
| 30D | -10.9% | +0.3% | -11.2% | -13.0% |
| 3M | +20.3% | +1.0% | +19.3% | +11.5% |
| 6M | -3.6% | +1.9% | -5.6% | -16.2% |
| YTD | -44.9% | +2.6% | -47.5% | -54.8% |
| 1Y | -64.9% | +4.0% | -68.9% | -75.0% |
| 3Y | +7.6% | +14.6% | -7.0% | -60.9% |
| All | -25.5% | +18.4% | -43.9% | -85.3% |
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