-39.9%
AXON vs RBRK
+62.9%
-102.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.0% |
| 7D | +0.2% | -12.5% | +12.7% | +5.3% |
| 30D | +3.0% | -3.0% | +6.0% | +3.7% |
| 3M | -30.1% | +46.9% | -77.1% | -41.9% |
| 6M | +7.7% | +105.4% | -97.7% | -21.8% |
| YTD | -25.3% | +55.6% | -80.9% | -45.8% |
| 1Y | -39.9% | +63.9% | -103.8% | -56.7% |
| All | -39.9% | +62.9% | -102.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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