+190.3%
UAL vs BOXX
+18.4%
+171.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +3.5% | 0.0% | +3.4% | +3.3% |
| 30D | -16.5% | +0.3% | -16.8% | -18.3% |
| 3M | +2.8% | +1.0% | +1.8% | -4.7% |
| 6M | +17.6% | +1.9% | +15.6% | +0.1% |
| YTD | -3.2% | +2.6% | -5.8% | -22.7% |
| 1Y | +0.4% | +4.0% | -3.6% | -29.0% |
| 3Y | +128.2% | +14.6% | +113.6% | +11.6% |
| All | +190.3% | +18.4% | +171.9% | +20.5% |
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 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