+456.5%
RCL vs BOXX
+18.4%
+438.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -15.7% | +0.3% | -16.0% | -15.9% |
| 3M | -8.0% | +1.0% | -8.9% | -9.0% |
| 6M | -10.1% | +1.9% | -12.1% | -13.1% |
| YTD | -5.9% | +2.6% | -8.5% | -10.7% |
| 1Y | -23.5% | +4.0% | -27.5% | -30.2% |
| 3Y | +174.4% | +14.6% | +159.8% | +146.5% |
| All | +456.5% | +18.4% | +438.1% | +640.7% |
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 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