+1,028.0%
AXON vs RL
+369.1%
+658.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -27.4% | +1.3% | -28.7% | -27.6% |
| 30D | -28.5% | +7.6% | -36.1% | -29.9% |
| 3M | -49.3% | -1.5% | -47.8% | -49.0% |
| 6M | -25.0% | +12.1% | -37.1% | -28.2% |
| YTD | -46.7% | +13.9% | -60.6% | -49.5% |
| 1Y | -48.3% | +20.7% | -68.9% | -51.9% |
| 3Y | +38.8% | +260.6% | -221.7% | -10.5% |
| 5Y | +77.7% | +248.9% | -171.1% | +13.0% |
| 10Y | +1,028.0% | +355.9% | +672.1% | +568.7% |
| All | +1,028.0% | +369.1% | +658.9% | +568.7% |
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