-20.4%
ORLY vs BOXX
+4.0%
-24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.2% |
| 7D | -2.4% | +0.1% | -2.4% | -2.5% |
| 30D | -6.8% | +0.3% | -7.1% | -7.5% |
| 3M | -4.8% | +1.0% | -5.8% | -7.6% |
| 6M | -9.1% | +1.9% | -11.0% | -16.7% |
| YTD | -5.9% | +2.7% | -8.6% | -21.0% |
| 1Y | -20.4% | +4.0% | -24.4% | -42.7% |
| All | -20.4% | +4.0% | -24.4% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling