+23.3%
DOCU vs BOXX
+18.4%
+4.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.5% |
| 30D | +8.0% | +0.3% | +7.7% | +4.4% |
| 3M | +41.0% | +1.0% | +40.0% | +26.7% |
| 6M | +33.7% | +1.9% | +31.7% | +10.0% |
| YTD | -4.9% | +2.6% | -7.5% | -26.9% |
| 1Y | -20.4% | +4.0% | -24.4% | -46.9% |
| 3Y | +29.6% | +14.6% | +15.0% | -56.9% |
| All | +23.3% | +18.4% | +4.9% | -63.6% |
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