+168.3%
NOK vs BOXX
+18.5%
+149.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.7% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +7.8% | +0.3% | +7.5% | +7.3% |
| 3M | -21.0% | +1.0% | -22.1% | -22.5% |
| 6M | +40.9% | +1.9% | +39.0% | +34.0% |
| YTD | +72.0% | +2.7% | +69.3% | +58.0% |
| 1Y | +140.9% | +4.0% | +136.9% | +109.7% |
| 3Y | +194.3% | +14.7% | +179.6% | +123.8% |
| All | +168.3% | +18.5% | +149.8% | +76.8% |
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