+1,874.2%
AXON vs RL
+314.9%
+1,559.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.8% |
| 7D | -14.2% | -0.8% | -13.4% | -13.9% |
| 30D | -15.4% | -7.8% | -7.6% | -13.6% |
| 3M | +0.5% | -4.0% | +4.5% | +1.0% |
| 6M | -9.5% | -1.9% | -7.6% | -10.6% |
| YTD | -9.2% | -0.2% | -9.0% | -10.8% |
| 1Y | -29.4% | +10.7% | -40.1% | -33.0% |
| 3Y | +139.4% | +210.8% | -71.4% | +60.0% |
| 5Y | +178.9% | +238.2% | -59.3% | +77.2% |
| All | +1,874.2% | +314.9% | +1,559.4% | +1,095.5% |
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