+26.3%
ON vs BOXX
+18.5%
+7.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.5% |
| 30D | -8.6% | +0.3% | -8.9% | -7.7% |
| 3M | -34.3% | +1.0% | -35.4% | -32.0% |
| 6M | +28.5% | +1.9% | +26.6% | +37.7% |
| YTD | +40.6% | +2.7% | +37.9% | +56.2% |
| 1Y | +55.3% | +4.0% | +51.3% | +87.7% |
| 3Y | -22.2% | +14.7% | -36.8% | +160.0% |
| All | +26.3% | +18.5% | +7.8% | +542.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling