+329.1%
OUST vs BOXX
+19.3%
+309.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +19.9% | +0.1% | +19.8% | +19.3% |
| 30D | +3.6% | +0.4% | +3.2% | +2.3% |
| 3M | -20.6% | +1.0% | -21.7% | -22.1% |
| 6M | +35.1% | +2.0% | +33.0% | +28.2% |
| YTD | +69.1% | +3.4% | +65.7% | +44.6% |
| 1Y | +49.9% | +4.1% | +45.8% | +24.2% |
| 3Y | +642.4% | +14.4% | +628.0% | +342.0% |
| All | +329.1% | +19.3% | +309.8% | +805.6% |
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 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