+305.3%
AXON vs OWL
+38.2%
+267.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | -14.2% | -2.2% | -11.9% | -13.3% |
| 30D | -15.4% | +3.7% | -19.1% | -16.3% |
| 3M | +0.5% | +17.5% | -17.0% | -5.4% |
| 6M | -9.5% | +18.5% | -28.0% | -15.9% |
| YTD | -9.2% | -16.3% | +7.1% | -4.3% |
| 1Y | -29.4% | -29.7% | +0.3% | -21.1% |
| 3Y | +139.4% | +14.2% | +125.3% | +123.1% |
| 5Y | +178.9% | +2.5% | +176.4% | +151.9% |
| All | +305.3% | +38.2% | +267.1% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling