+147.9%
AXON vs OWL
+17.3%
+130.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.8% | +1.5% | -0.8% | 0.0% |
| 30D | -22.8% | +13.4% | -36.2% | -26.5% |
| 3M | -48.8% | -21.2% | -27.5% | -43.9% |
| 6M | -16.3% | +4.0% | -20.3% | -17.7% |
| YTD | -44.5% | -29.0% | -15.5% | -37.8% |
| 1Y | -43.4% | -28.4% | -15.0% | -37.0% |
| 3Y | +44.3% | -14.5% | +58.8% | +49.1% |
| 5Y | +85.1% | -21.5% | +106.6% | +78.5% |
| All | +147.9% | +17.3% | +130.6% | +124.3% |
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