+43.3%
RRX vs BOXX
+18.5%
+24.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | -6.1% | +0.3% | -6.5% | -5.3% |
| 3M | -23.1% | +1.0% | -24.1% | -20.5% |
| 6M | -19.5% | +1.9% | -21.5% | -15.3% |
| YTD | +16.1% | +2.7% | +13.4% | +23.1% |
| 1Y | +12.9% | +4.0% | +8.9% | +21.6% |
| 3Y | +7.9% | +14.7% | -6.7% | +91.1% |
| All | +43.3% | +18.5% | +24.8% | +264.6% |
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