+130.7%
REPL vs BOXX
+4.1%
+126.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | -1.3% |
| 7D | +28.8% | +0.1% | +28.7% | +23.2% |
| 30D | +57.3% | +0.4% | +57.0% | +29.7% |
| 3M | +73.6% | +1.0% | +72.6% | -7.2% |
| 6M | +582.8% | +2.0% | +580.9% | +197.5% |
| YTD | +112.9% | +3.3% | +109.6% | -23.0% |
| 1Y | +130.7% | +4.1% | +126.6% | -23.2% |
| All | +130.7% | +4.1% | +126.6% | -23.2% |
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