+348.1%
OUST vs BOXX
+19.3%
+328.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +14.0% | +0.1% | +13.9% | +13.4% |
| 30D | +2.5% | +0.4% | +2.2% | +1.3% |
| 3M | -15.3% | +1.0% | -16.3% | -16.7% |
| 6M | +42.6% | +2.0% | +40.6% | +35.3% |
| YTD | +76.6% | +3.4% | +73.2% | +51.1% |
| 1Y | +54.1% | +4.1% | +50.0% | +27.6% |
| 3Y | +675.3% | +14.3% | +660.9% | +362.0% |
| All | +348.1% | +19.3% | +328.8% | +846.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling