+253.7%
RL vs BOXX
+18.5%
+235.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.8% |
| 30D | -14.4% | +0.3% | -14.8% | -16.1% |
| 3M | -13.6% | +1.0% | -14.6% | -18.9% |
| 6M | +0.6% | +1.9% | -1.4% | -10.7% |
| YTD | -3.6% | +2.7% | -6.3% | -18.8% |
| 1Y | +8.3% | +4.0% | +4.3% | -16.8% |
| 3Y | +204.8% | +14.7% | +190.1% | +54.3% |
| All | +253.7% | +18.5% | +235.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling