-69.7%
RAM vs BOXX
+1.5%
-71.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.4% | -9.5% |
| 7D | -31.3% | +0.1% | -31.4% | -29.8% |
| 30D | -49.4% | +0.4% | -49.7% | -45.4% |
| 3M | -41.4% | +1.0% | -42.4% | +26.4% |
| All | -69.7% | +1.5% | -71.2% | +35.7% |
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 · Available span rolling