+22.1%
DOCU vs BOXX
+18.4%
+3.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.4% | +0.1% | -1.5% | -2.0% |
| 30D | +8.1% | +0.3% | +7.8% | +4.6% |
| 3M | +43.0% | +1.0% | +42.0% | +29.1% |
| 6M | +32.4% | +1.9% | +30.4% | +9.0% |
| YTD | -5.8% | +2.6% | -8.4% | -27.6% |
| 1Y | -19.2% | +4.0% | -23.3% | -46.0% |
| 3Y | +28.4% | +14.6% | +13.8% | -57.4% |
| All | +22.1% | +18.4% | +3.7% | -64.0% |
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