+28.3%
RDW vs BOXX
+4.0%
+24.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +2.3% |
| 7D | -3.1% | +0.1% | -3.2% | -2.0% |
| 30D | -1.8% | +0.4% | -2.1% | +5.8% |
| 3M | -50.9% | +1.0% | -51.9% | -41.1% |
| 6M | +13.5% | +2.0% | +11.5% | +24.5% |
| YTD | +38.6% | +2.6% | +35.9% | +40.9% |
| 1Y | +28.3% | +4.1% | +24.2% | -40.0% |
| All | +28.3% | +4.0% | +24.2% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling