+48.2%
DOV vs BOXX
+18.5%
+29.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -2.0% | +0.1% | -2.0% | -2.1% |
| 30D | -8.9% | +0.3% | -9.2% | -9.5% |
| 3M | -13.3% | +1.0% | -14.3% | -15.0% |
| 6M | -9.7% | +1.9% | -11.6% | -12.9% |
| YTD | -2.5% | +2.7% | -5.1% | -7.4% |
| 1Y | +7.2% | +4.0% | +3.2% | -0.1% |
| 3Y | +39.4% | +14.7% | +24.8% | +41.0% |
| All | +48.2% | +18.5% | +29.8% | +107.9% |
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