+62.7%
OUST vs BOXX
+4.1%
+58.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.3% |
| 7D | +19.9% | +0.1% | +19.8% | +18.9% |
| 30D | +3.6% | +0.4% | +3.2% | +4.0% |
| 3M | -20.6% | +1.0% | -21.7% | -13.3% |
| 6M | +35.1% | +2.0% | +33.0% | +47.5% |
| YTD | +69.1% | +3.4% | +65.7% | +3.6% |
| All | +62.7% | +4.1% | +58.6% | -5.5% |
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