+52.7%
ROST vs BOXX
+4.1%
+48.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.0% |
| 7D | +7.8% | +0.1% | +7.7% | +7.4% |
| 30D | +8.6% | +0.4% | +8.2% | +6.8% |
| 3M | -1.9% | +1.0% | -2.9% | -7.8% |
| 6M | +9.1% | +2.0% | +7.2% | -1.8% |
| YTD | +37.2% | +3.3% | +34.0% | +15.4% |
| 1Y | +52.7% | +4.1% | +48.7% | +7.5% |
| All | +52.7% | +4.1% | +48.7% | +7.5% |
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