+76.4%
AXON vs OUST
+537.2%
-460.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.0% | -0.8% | -8.9% |
| 7D | -12.7% | -5.0% | -7.6% | -12.3% |
| 30D | -8.6% | -32.0% | +23.4% | -5.5% |
| 3M | -37.2% | -32.4% | -4.9% | -35.4% |
| 6M | +0.5% | +6.7% | -6.2% | -3.3% |
| YTD | -32.6% | +41.0% | -73.7% | -37.7% |
| 1Y | -40.2% | +18.0% | -58.2% | -43.9% |
| All | +76.4% | +537.2% | -460.8% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling