-22.2%
ON vs BOXX
+14.7%
-36.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -8.6% | +0.3% | -8.9% | -8.5% |
| 3M | -34.3% | +1.0% | -35.4% | -33.8% |
| 6M | +28.5% | +1.9% | +26.6% | +30.6% |
| YTD | +40.6% | +2.7% | +37.9% | +45.0% |
| 1Y | +55.3% | +4.0% | +51.3% | +68.0% |
| 3Y | -22.2% | +14.7% | -36.8% | +59.8% |
| All | -22.2% | +14.7% | -36.8% | +59.8% |
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 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