+1,304.8%
AXON vs RL
+356.1%
+948.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.8% | -17.8% |
| 7D | -26.8% | -4.2% | -22.7% | -25.7% |
| 30D | -22.9% | +4.3% | -27.2% | -23.6% |
| 3M | -40.1% | -4.6% | -35.5% | -39.1% |
| 6M | -18.9% | +1.7% | -20.6% | -20.2% |
| YTD | -44.9% | +7.3% | -52.2% | -46.8% |
| 1Y | -46.7% | +20.8% | -67.5% | -50.5% |
| 3Y | +44.3% | +247.0% | -202.6% | -6.4% |
| 5Y | +71.4% | +225.5% | -154.1% | +10.6% |
| All | +1,304.8% | +356.1% | +948.8% | +751.7% |
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