+1,046.6%
AXON vs RNG
+234.5%
+812.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +0.8% | +4.6% | -3.8% | -0.4% |
| 30D | -22.8% | +0.4% | -23.2% | -22.8% |
| 3M | -48.8% | +11.4% | -60.2% | -50.2% |
| 6M | -16.3% | +95.7% | -112.0% | -29.8% |
| YTD | -44.5% | +162.9% | -207.3% | -58.0% |
| 1Y | -43.4% | +180.3% | -223.7% | -57.9% |
| 3Y | +44.3% | +188.3% | -144.1% | -0.1% |
| 5Y | +85.1% | -72.5% | +157.6% | +132.0% |
| All | +1,046.6% | +234.5% | +812.1% | +816.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling