-29.4%
AXON vs RNG
+144.7%
-174.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.3% |
| 7D | -14.2% | +5.8% | -19.9% | -15.2% |
| 30D | -15.4% | +19.6% | -35.0% | -18.6% |
| 3M | +0.5% | +67.0% | -66.5% | -10.3% |
| 6M | -9.5% | +88.4% | -97.9% | -21.3% |
| YTD | -9.2% | +155.5% | -164.7% | -24.3% |
| 1Y | -29.4% | +141.7% | -171.1% | -42.3% |
| All | -29.4% | +144.7% | -174.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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