+708.0%
OUST vs BOXX
+14.3%
+693.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +14.0% | +0.1% | +13.9% | +12.9% |
| 30D | +2.5% | +0.4% | +2.2% | -0.3% |
| 3M | -15.3% | +1.0% | -16.3% | -20.0% |
| 6M | +42.6% | +2.0% | +40.6% | +23.5% |
| YTD | +76.6% | +3.4% | +73.2% | +24.8% |
| 1Y | +54.1% | +4.1% | +50.0% | +0.7% |
| All | +708.0% | +14.3% | +693.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling