+1,180.9%
AXON vs RIO
+392.9%
+788.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -4.1% |
| 7D | -28.7% | +4.4% | -33.2% | -29.7% |
| 30D | -28.3% | -8.9% | -19.5% | -26.4% |
| 3M | -46.9% | -12.7% | -34.2% | -44.8% |
| 6M | -24.9% | -16.2% | -8.6% | -21.3% |
| YTD | -46.6% | +13.4% | -60.0% | -49.6% |
| 1Y | -49.7% | +30.9% | -80.6% | -54.7% |
| 3Y | +40.6% | +60.2% | -19.6% | +14.9% |
| 5Y | +71.9% | +98.9% | -27.0% | +25.4% |
| 10Y | +1,180.9% | +381.4% | +799.4% | +552.5% |
| All | +1,180.9% | +392.9% | +788.0% | +552.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling