+1,846.0%
AXON vs RNG
+215.2%
+1,630.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.3% | -4.1% | +0.7% | -2.3% |
| 30D | -17.8% | +8.6% | -26.5% | -19.6% |
| 3M | +8.3% | +78.0% | -69.7% | -6.9% |
| 6M | -12.4% | +67.0% | -79.4% | -24.1% |
| YTD | -13.7% | +142.4% | -156.2% | -33.5% |
| 1Y | -33.1% | +120.4% | -153.5% | -47.3% |
| 3Y | +128.2% | +122.1% | +6.1% | +68.5% |
| 5Y | +170.5% | -69.8% | +240.3% | +225.6% |
| 10Y | +1,846.0% | +223.4% | +1,622.6% | +1,260.3% |
| All | +1,846.0% | +215.2% | +1,630.8% | +1,260.3% |
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