+1,016.4%
AXON vs RL
+342.1%
+674.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -19.7% | +2.4% | -22.1% | -20.3% |
| 30D | -25.7% | +4.6% | -30.3% | -26.6% |
| 3M | -48.8% | -1.1% | -47.7% | -48.6% |
| 6M | -22.0% | +16.5% | -38.5% | -26.2% |
| YTD | -45.9% | +11.4% | -57.3% | -48.4% |
| 1Y | -46.1% | +16.1% | -62.2% | -49.3% |
| 3Y | +40.9% | +252.6% | -211.7% | -8.5% |
| 5Y | +80.2% | +244.9% | -164.7% | +15.1% |
| All | +1,016.4% | +342.1% | +674.2% | +568.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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