+31.5%
OXY vs BOXX
+4.0%
+27.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +0.9% |
| 30D | +11.6% | +0.4% | +11.2% | +6.6% |
| 3M | +2.8% | +1.0% | +1.8% | -9.1% |
| 6M | +13.0% | +2.0% | +11.1% | -6.6% |
| YTD | +47.4% | +2.6% | +44.8% | +24.8% |
| 1Y | +31.5% | +4.1% | +27.4% | +51.3% |
| All | +31.5% | +4.0% | +27.4% | +51.3% |
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 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