+1,424.2%
OSCR vs BOXX
+18.5%
+1,405.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.9% |
| 7D | +1.6% | +0.1% | +1.6% | +2.0% |
| 30D | +10.7% | +0.3% | +10.4% | +13.2% |
| 3M | +13.4% | +1.0% | +12.3% | +22.4% |
| 6M | +144.6% | +1.9% | +142.6% | +180.6% |
| YTD | +128.0% | +2.7% | +125.4% | +174.5% |
| 1Y | +68.7% | +4.0% | +64.6% | +121.0% |
| 3Y | +398.8% | +14.7% | +384.1% | +1,217.6% |
| All | +1,424.2% | +18.5% | +1,405.7% | +5,091.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling