+24.8%
RBA vs BOXX
+14.6%
+10.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.5% |
| 30D | -9.8% | +0.3% | -10.1% | -10.9% |
| 3M | -23.5% | +1.0% | -24.4% | -26.4% |
| 6M | -21.5% | +1.9% | -23.5% | -26.8% |
| YTD | -21.2% | +2.6% | -23.8% | -28.0% |
| 1Y | -30.2% | +4.0% | -34.2% | -38.3% |
| All | +24.8% | +14.6% | +10.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling