+138.3%
AXON vs OWL
+22.0%
+116.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.6% | -8.7% | -5.3% |
| 7D | -28.7% | -2.4% | -26.4% | -28.0% |
| 30D | -28.3% | +9.3% | -37.6% | -30.8% |
| 3M | -46.9% | -11.0% | -35.9% | -44.5% |
| 6M | -24.9% | +2.4% | -27.3% | -25.7% |
| YTD | -46.6% | -26.2% | -20.5% | -41.1% |
| 1Y | -49.7% | -27.4% | -22.2% | -44.3% |
| 3Y | +40.6% | -8.7% | +49.2% | +41.9% |
| 5Y | +71.9% | -19.3% | +91.2% | +63.3% |
| All | +138.3% | +22.0% | +116.3% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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