+165.7%
OPEN vs BOXX
+18.5%
+147.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.7% |
| 7D | -11.4% | +0.1% | -11.5% | -11.8% |
| 30D | -20.1% | +0.3% | -20.4% | -22.1% |
| 3M | -37.6% | +1.0% | -38.6% | -43.0% |
| 6M | -47.1% | +1.9% | -49.0% | -54.9% |
| YTD | -52.1% | +2.7% | -54.8% | -60.9% |
| 1Y | -73.5% | +4.0% | -77.5% | -79.4% |
| 3Y | -24.4% | +14.7% | -39.0% | -72.8% |
| All | +165.7% | +18.5% | +147.2% | -82.5% |
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 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