+60.0%
AXON vs RBRK
+130.1%
-70.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.1% |
| 7D | -3.3% | +1.9% | -5.2% | -3.9% |
| 30D | -17.8% | -9.3% | -8.5% | -15.9% |
| 3M | +8.3% | +23.8% | -15.5% | +1.2% |
| 6M | -12.4% | +55.4% | -67.7% | -23.4% |
| YTD | -13.7% | +16.1% | -29.9% | -20.1% |
| 1Y | -33.1% | -9.8% | -23.2% | -35.4% |
| All | +60.0% | +130.1% | -70.1% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling