+262.2%
RL vs BOXX
+18.4%
+243.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | -12.2% | +0.3% | -12.5% | -14.0% |
| 3M | -6.6% | +1.0% | -7.7% | -12.3% |
| 6M | +3.2% | +1.9% | +1.2% | -8.4% |
| YTD | -1.3% | +2.6% | -3.9% | -16.5% |
| 1Y | +13.6% | +4.0% | +9.6% | -12.7% |
| 3Y | +210.9% | +14.6% | +196.3% | +57.9% |
| All | +262.2% | +18.4% | +243.8% | +37.0% |
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 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