+112.0%
ORCL vs BOXX
+18.4%
+93.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +10.5% | +0.3% | +10.2% | +10.2% |
| 3M | -23.0% | +1.0% | -24.0% | -23.9% |
| 6M | +7.0% | +1.9% | +5.1% | +5.3% |
| YTD | -15.8% | +2.6% | -18.4% | -16.7% |
| 1Y | -31.1% | +4.0% | -35.1% | -30.2% |
| 3Y | +33.3% | +14.6% | +18.7% | +73.5% |
| All | +112.0% | +18.4% | +93.6% | +188.6% |
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