+64.1%
ORCL vs BOXX
+19.3%
+44.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -4.0% | +0.4% | -4.4% | -4.8% |
| 3M | -19.5% | +1.0% | -20.5% | -20.9% |
| 6M | -33.5% | +2.0% | -35.5% | -35.3% |
| YTD | -34.8% | +3.4% | -38.2% | -36.4% |
| 1Y | -41.6% | +4.1% | -45.7% | -42.6% |
| 3Y | +13.8% | +14.4% | -0.6% | +40.9% |
| All | +64.1% | +19.3% | +44.8% | +120.1% |
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 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