+116.1%
RTX vs BOXX
+18.4%
+97.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | 0.0% | -2.0% | -1.9% |
| 30D | -11.2% | +0.3% | -11.5% | -10.8% |
| 3M | +12.0% | +1.0% | +11.1% | +14.2% |
| 6M | -3.6% | +1.9% | -5.5% | -0.1% |
| YTD | +9.2% | +2.6% | +6.6% | +15.0% |
| 1Y | +29.7% | +4.0% | +25.7% | +40.7% |
| 3Y | +152.0% | +14.6% | +137.3% | +199.8% |
| All | +116.1% | +18.4% | +97.7% | +186.4% |
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