+23.9%
OMC vs BOXX
+4.1%
+19.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.0% |
| 7D | +12.5% | +0.1% | +12.4% | +11.9% |
| 30D | +16.3% | +0.4% | +15.9% | +14.2% |
| 3M | +8.1% | +1.0% | +7.1% | +2.2% |
| 6M | +17.2% | +2.0% | +15.2% | +6.5% |
| YTD | +11.8% | +3.3% | +8.5% | -5.5% |
| 1Y | +23.9% | +4.1% | +19.9% | -0.2% |
| All | +23.9% | +4.1% | +19.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling