+56.4%
AXON vs RBRK
+130.3%
-74.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -11.0% | -3.5% | -7.5% | -10.1% |
| 30D | -24.7% | -8.3% | -16.5% | -23.3% |
| 3M | +7.0% | +24.7% | -17.7% | -0.3% |
| 6M | -9.6% | +58.9% | -68.6% | -21.5% |
| YTD | -15.7% | +16.3% | -31.9% | -22.0% |
| 1Y | -35.9% | +10.1% | -46.1% | -40.5% |
| All | +56.4% | +130.3% | -74.0% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling