+1,016.4%
AXON vs RIO
+356.2%
+660.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.0% |
| 7D | -19.7% | +0.1% | -19.9% | -19.8% |
| 30D | -25.7% | -10.5% | -15.2% | -23.3% |
| 3M | -48.8% | -15.9% | -32.9% | -46.2% |
| 6M | -22.0% | -22.3% | +0.3% | -16.4% |
| YTD | -45.9% | +9.3% | -55.2% | -48.3% |
| 1Y | -46.1% | +23.0% | -69.1% | -50.4% |
| 3Y | +40.9% | +52.1% | -11.1% | +17.4% |
| 5Y | +80.2% | +88.9% | -8.6% | +34.4% |
| All | +1,016.4% | +356.2% | +660.1% | +497.2% |
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