+226.1%
AXON vs OSCR
-8.3%
+234.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.3% |
| 7D | -2.5% | +10.7% | -13.1% | -3.7% |
| 30D | -11.5% | +18.3% | -29.8% | -13.4% |
| 3M | +7.3% | +20.5% | -13.2% | +4.7% |
| 6M | -11.9% | +138.5% | -150.5% | -21.2% |
| YTD | -11.0% | +129.7% | -140.7% | -20.1% |
| 1Y | -31.8% | +62.8% | -94.5% | -37.1% |
| 3Y | +135.4% | +411.8% | -276.4% | +76.2% |
| 5Y | +176.9% | +99.9% | +76.9% | +125.1% |
| All | +226.1% | -8.3% | +234.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling