+149.4%
DVA vs BOXX
+18.5%
+130.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | 0.0% | +0.3% | -0.3% | +1.0% |
| 3M | -10.9% | +1.0% | -12.0% | -7.5% |
| 6M | +17.3% | +1.9% | +15.3% | +25.9% |
| YTD | +59.8% | +2.7% | +57.1% | +75.9% |
| 1Y | +36.3% | +4.0% | +32.2% | +56.9% |
| 3Y | +88.6% | +14.7% | +74.0% | +246.6% |
| All | +149.4% | +18.5% | +130.9% | +405.8% |
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