+109.8%
RKT vs BOXX
+18.5%
+91.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.3% |
| 7D | -6.3% | +0.1% | -6.3% | -6.5% |
| 30D | -6.2% | +0.3% | -6.5% | -7.6% |
| 3M | -1.9% | +1.0% | -2.9% | -7.3% |
| 6M | -13.0% | +1.9% | -14.9% | -21.8% |
| YTD | -31.9% | +2.7% | -34.6% | -41.3% |
| 1Y | -37.6% | +4.0% | -41.6% | -50.1% |
| 3Y | +36.8% | +14.7% | +22.2% | -21.8% |
| All | +109.8% | +18.5% | +91.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling