+46.3%
RY vs BOXX
+4.0%
+42.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +3.1% | +0.1% | +3.1% | +3.2% |
| 30D | -0.3% | +0.4% | -0.7% | +0.3% |
| 3M | +8.7% | +1.0% | +7.6% | +10.8% |
| 6M | +28.5% | +2.0% | +26.6% | +33.8% |
| YTD | +25.1% | +2.6% | +22.5% | +31.6% |
| 1Y | +46.3% | +4.1% | +42.2% | +60.4% |
| All | +46.3% | +4.0% | +42.2% | +60.4% |
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 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