-33.1%
REPL vs BOXX
+14.6%
-47.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.5% |
| 7D | -13.4% | 0.0% | -13.5% | -14.7% |
| 30D | -3.0% | +0.3% | -3.3% | -11.1% |
| 3M | +56.3% | +1.0% | +55.3% | +25.1% |
| 6M | +60.9% | +1.9% | +58.9% | +5.2% |
| YTD | +36.2% | +2.6% | +33.6% | -22.3% |
| 1Y | +121.0% | +4.0% | +117.0% | -3.2% |
| All | -33.1% | +14.6% | -47.7% | -96.0% |
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 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