+34.1%
DUK vs BOXX
+18.5%
+15.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -2.4% | +0.3% | -2.8% | -3.0% |
| 3M | -3.0% | +1.0% | -4.0% | -4.8% |
| 6M | -6.6% | +1.9% | -8.5% | -9.4% |
| YTD | +4.6% | +2.7% | +1.9% | +0.4% |
| 1Y | +1.2% | +4.0% | -2.8% | -4.6% |
| 3Y | +45.7% | +14.7% | +31.0% | +20.2% |
| All | +34.1% | +18.5% | +15.6% | +4.9% |
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 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