+292.5%
OUST vs BOXX
+19.3%
+273.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +5.1% | +0.4% | +4.7% | +3.7% |
| 3M | -25.8% | +1.0% | -26.8% | -27.2% |
| 6M | -2.0% | +2.0% | -4.0% | -7.1% |
| YTD | +54.7% | +3.4% | +51.3% | +32.2% |
| 1Y | +48.8% | +4.1% | +44.7% | +23.2% |
| 3Y | +607.8% | +14.4% | +593.4% | +321.9% |
| All | +292.5% | +19.3% | +273.2% | +727.9% |
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