+52.0%
RBA vs BOXX
+18.4%
+33.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -13.2% | +0.3% | -13.5% | -13.9% |
| 3M | -21.4% | +1.0% | -22.4% | -22.9% |
| 6M | -20.9% | +1.9% | -22.8% | -23.1% |
| YTD | -19.9% | +2.6% | -22.5% | -22.6% |
| 1Y | -28.7% | +4.0% | -32.7% | -31.4% |
| 3Y | +27.4% | +14.6% | +12.8% | +42.9% |
| All | +52.0% | +18.4% | +33.6% | +110.4% |
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