+46.9%
DOV vs BOXX
+18.4%
+28.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.9% | 0.0% | -2.0% | -2.0% |
| 30D | -9.9% | +0.3% | -10.2% | -10.4% |
| 3M | -12.1% | +1.0% | -13.1% | -13.8% |
| 6M | -10.4% | +1.9% | -12.4% | -13.7% |
| YTD | -3.3% | +2.6% | -6.0% | -8.1% |
| 1Y | +7.8% | +4.0% | +3.8% | +0.4% |
| 3Y | +36.3% | +14.6% | +21.7% | +38.2% |
| All | +46.9% | +18.4% | +28.5% | +106.2% |
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