+170.5%
AXON vs RIO
+101.7%
+68.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | -17.8% | +4.0% | -21.9% | -18.4% |
| 3M | +8.3% | +4.5% | +3.8% | +7.4% |
| 6M | -12.4% | +17.3% | -29.7% | -15.3% |
| YTD | -13.7% | +36.2% | -49.9% | -19.0% |
| 1Y | -33.1% | +76.1% | -109.2% | -40.2% |
| 3Y | +128.2% | +102.5% | +25.7% | +92.3% |
| 5Y | +170.5% | +103.5% | +67.0% | +136.3% |
| All | +170.5% | +101.7% | +68.8% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling