+5.5%
OXY vs BOXX
+18.5%
-13.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | +0.1% | +2.8% | +2.9% |
| 30D | +5.5% | +0.3% | +5.1% | +5.9% |
| 3M | +11.3% | +1.0% | +10.3% | +13.0% |
| 6M | +11.6% | +1.9% | +9.7% | +16.3% |
| YTD | +51.6% | +2.7% | +48.9% | +63.4% |
| 1Y | +36.2% | +4.0% | +32.2% | +57.4% |
| 3Y | +1.7% | +14.7% | -12.9% | +125.5% |
| All | +5.5% | +18.5% | -13.0% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling