+209.2%
AXON vs OSCR
-9.0%
+218.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -7.0% | +1.6% | -8.7% | -7.2% |
| 30D | -20.1% | +10.7% | -30.8% | -21.1% |
| 3M | +7.4% | +13.4% | -5.9% | +5.6% |
| 6M | -7.4% | +144.6% | -151.9% | -17.4% |
| YTD | -15.6% | +128.0% | -143.6% | -24.2% |
| 1Y | -36.2% | +68.7% | -104.8% | -41.4% |
| 3Y | +124.8% | +398.8% | -273.9% | +68.8% |
| 5Y | +166.6% | +87.3% | +79.3% | +119.2% |
| All | +209.2% | -9.0% | +218.2% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling