+71.9%
AXON vs RL
+240.9%
-169.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -9.0% | -5.1% |
| 7D | -28.7% | +0.2% | -29.0% | -28.7% |
| 30D | -28.3% | +7.3% | -35.6% | -29.9% |
| 3M | -46.9% | +1.0% | -47.9% | -47.1% |
| 6M | -24.9% | +11.8% | -36.6% | -28.5% |
| YTD | -46.6% | +13.6% | -60.2% | -49.9% |
| 1Y | -49.7% | +24.0% | -73.7% | -54.5% |
| 3Y | +40.6% | +256.6% | -216.0% | -21.1% |
| 5Y | +71.9% | +240.2% | -168.4% | -9.2% |
| All | +71.9% | +240.9% | -169.1% | -9.2% |
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