+56.5%
AXON vs RBRK
+124.5%
-68.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -7.0% | -7.5% | +0.4% | -4.9% |
| 30D | -20.1% | -10.4% | -9.7% | -17.9% |
| 3M | +7.4% | +21.3% | -13.8% | +1.0% |
| 6M | -7.4% | +50.6% | -58.0% | -18.3% |
| YTD | -15.6% | +13.3% | -28.9% | -21.3% |
| 1Y | -36.2% | +11.2% | -47.4% | -40.7% |
| All | +56.5% | +124.5% | -68.0% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling