-39.9%
AXON vs RIO
+29.3%
-69.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | +3.0% | -11.6% | +14.6% | +4.7% |
| 3M | -30.1% | -12.7% | -17.4% | -28.7% |
| 6M | +7.7% | -12.4% | +20.1% | +8.6% |
| YTD | -25.3% | +11.0% | -36.3% | -29.3% |
| 1Y | -39.9% | +30.8% | -70.8% | -44.0% |
| All | -39.9% | +29.3% | -69.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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