-78.4%
RAM vs BOXX
+1.7%
-80.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +6.1% |
| 7D | -37.4% | +0.2% | -37.5% | -35.8% |
| 30D | -62.0% | +0.4% | -62.4% | -59.6% |
| 3M | -52.1% | +1.1% | -53.3% | 0.0% |
| All | -78.4% | +1.7% | -80.1% | -2.3% |
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 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 · Available span rolling