+109.5%
AXON vs RL
+232.3%
-122.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.3% | -2.5% | -7.3% |
| 7D | -12.7% | -4.7% | -8.0% | -11.1% |
| 30D | -8.6% | +3.6% | -12.2% | -9.5% |
| 3M | -37.2% | +0.5% | -37.8% | -37.4% |
| 6M | +0.5% | +6.6% | -6.1% | -3.1% |
| YTD | -32.6% | +8.8% | -41.5% | -35.8% |
| 1Y | -40.2% | +21.8% | -61.9% | -45.5% |
| 3Y | +76.1% | +245.8% | -169.7% | -0.1% |
| 5Y | +109.5% | +230.0% | -120.5% | +11.6% |
| All | +109.5% | +232.3% | -122.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling