-43.4%
AXON vs RL
+15.3%
-58.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +0.8% | +2.6% | -1.8% | +0.2% |
| 30D | -22.8% | +2.9% | -25.7% | -22.7% |
| 3M | -48.8% | 0.0% | -48.8% | -48.9% |
| 6M | -16.3% | +17.1% | -33.4% | -18.8% |
| YTD | -44.5% | +10.1% | -54.6% | -46.3% |
| 1Y | -43.4% | +17.3% | -60.7% | -46.1% |
| All | -43.4% | +15.3% | -58.7% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling