+108.6%
RNG vs BOXX
+18.5%
+90.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -6.1% | +0.1% | -6.1% | -6.2% |
| 30D | +9.6% | +0.3% | +9.3% | +9.0% |
| 3M | +83.3% | +1.0% | +82.3% | +80.8% |
| 6M | +77.9% | +1.9% | +76.0% | +76.7% |
| YTD | +139.9% | +2.7% | +137.2% | +139.8% |
| 1Y | +121.7% | +4.0% | +117.6% | +127.2% |
| 3Y | +121.9% | +14.7% | +107.2% | +349.0% |
| All | +108.6% | +18.5% | +90.1% | +614.6% |
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