-46.7%
AXON vs OUST
+32.6%
-79.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +14.0% | -32.2% | -19.6% |
| 7D | -26.8% | +17.0% | -43.8% | -28.3% |
| 30D | -22.9% | -16.5% | -6.4% | -21.7% |
| 3M | -40.1% | -23.7% | -16.4% | -39.0% |
| 6M | -18.9% | +18.4% | -37.3% | -24.6% |
| YTD | -44.9% | +60.8% | -105.7% | -55.6% |
| 1Y | -46.7% | +44.2% | -90.9% | -56.1% |
| All | -46.7% | +32.6% | -79.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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