+83,065.2%
AXON vs RL
+1,804.6%
+81,260.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.3% | -2.5% | -7.1% |
| 7D | -12.7% | -4.7% | -8.0% | -11.0% |
| 30D | -8.6% | +3.6% | -12.2% | -9.6% |
| 3M | -37.2% | +0.5% | -37.8% | -37.4% |
| 6M | +0.5% | +6.6% | -6.1% | -3.4% |
| YTD | -32.6% | +8.8% | -41.5% | -36.0% |
| 1Y | -40.2% | +21.8% | -61.9% | -45.7% |
| 3Y | +76.1% | +245.8% | -169.7% | +3.1% |
| 5Y | +109.5% | +230.0% | -120.5% | +21.8% |
| 10Y | +1,640.5% | +369.4% | +1,271.0% | +671.0% |
| All | +83,065.2% | +1,804.6% | +81,260.6% | +16,920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling