+109.9%
RKT vs BOXX
+18.4%
+91.5%
-50.6%
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 | -7.2% | 0.0% | -7.3% | -7.4% |
| 30D | -7.9% | +0.3% | -8.2% | -9.2% |
| 3M | +5.2% | +1.0% | +4.2% | -0.4% |
| 6M | -14.9% | +1.9% | -16.8% | -23.6% |
| YTD | -31.9% | +2.6% | -34.5% | -41.2% |
| 1Y | -36.9% | +4.0% | -40.9% | -49.5% |
| 3Y | +35.7% | +14.6% | +21.1% | -22.4% |
| All | +109.9% | +18.4% | +91.5% | -47.1% |
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