-19.6%
DOCS vs BOXX
+18.4%
-38.0%
-78.3%
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% | -3.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.9% |
| 30D | +21.8% | +0.4% | +21.5% | +18.6% |
| 3M | +27.3% | +1.0% | +26.3% | +17.9% |
| 6M | -0.3% | +2.0% | -2.3% | -13.6% |
| YTD | -40.5% | +2.6% | -43.1% | -51.3% |
| 1Y | -61.5% | +4.1% | -65.6% | -72.8% |
| 3Y | +8.2% | +14.7% | -6.6% | -60.6% |
| All | -19.6% | +18.4% | -38.0% | -84.1% |
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