+314.2%
OUST vs BOXX
+18.5%
+295.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -23.4% | +0.3% | -23.7% | -23.5% |
| 3M | -10.8% | +1.0% | -11.8% | -12.3% |
| 6M | +42.7% | +1.9% | +40.8% | +30.2% |
| YTD | +63.3% | +2.7% | +60.6% | +41.8% |
| 1Y | +15.0% | +4.0% | +10.9% | -6.6% |
| 3Y | +610.9% | +14.7% | +596.2% | +421.6% |
| All | +314.2% | +18.5% | +295.7% | +788.3% |
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