+9.5%
DVN vs BOXX
+14.7%
-5.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +4.5% | +0.1% | +4.5% | +4.4% |
| 30D | +12.0% | +0.3% | +11.7% | +11.4% |
| 3M | +13.4% | +1.0% | +12.4% | +11.5% |
| 6M | +12.1% | +1.9% | +10.2% | +9.8% |
| YTD | +38.8% | +2.7% | +36.1% | +36.7% |
| 1Y | +46.0% | +4.0% | +42.0% | +46.5% |
| 3Y | +9.5% | +14.7% | -5.2% | +28.5% |
| All | +9.5% | +14.7% | -5.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling