+173.9%
RCL vs BOXX
+14.7%
+159.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.2% |
| 30D | -15.5% | +0.3% | -15.9% | -16.9% |
| 3M | -9.7% | +1.0% | -10.7% | -14.6% |
| 6M | -8.7% | +1.9% | -10.7% | -19.2% |
| YTD | -5.8% | +2.7% | -8.4% | -21.6% |
| 1Y | -24.5% | +4.0% | -28.5% | -44.1% |
| 3Y | +173.9% | +14.7% | +159.3% | -40.8% |
| All | +173.9% | +14.7% | +159.3% | -40.8% |
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