+37.2%
DT vs BOXX
+18.5%
+18.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +3.0% | +0.3% | +2.7% | +2.5% |
| 3M | +26.5% | +1.0% | +25.5% | +24.3% |
| 6M | +35.9% | +1.9% | +34.0% | +33.1% |
| YTD | +17.8% | +2.7% | +15.2% | +15.7% |
| 1Y | +4.1% | +4.0% | 0.0% | +2.7% |
| 3Y | +5.3% | +14.7% | -9.4% | +22.5% |
| All | +37.2% | +18.5% | +18.7% | +69.3% |
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