+141.7%
RNG vs BOXX
+4.0%
+137.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -4.4% |
| 7D | +5.8% | +0.1% | +5.7% | +4.9% |
| 30D | +19.6% | +0.4% | +19.3% | +13.4% |
| 3M | +67.0% | +1.0% | +66.0% | +48.1% |
| 6M | +88.4% | +2.0% | +86.4% | +64.2% |
| YTD | +155.5% | +2.6% | +152.9% | +124.0% |
| 1Y | +141.7% | +4.1% | +137.6% | +286.8% |
| All | +141.7% | +4.0% | +137.6% | +286.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling