-33.1%
AXON vs RNG
+116.0%
-149.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.3% | -4.1% | +0.7% | -2.4% |
| 30D | -17.8% | +8.6% | -26.5% | -19.3% |
| 3M | +8.3% | +78.0% | -69.7% | -4.1% |
| 6M | -12.4% | +67.0% | -79.4% | -22.4% |
| YTD | -13.7% | +142.4% | -156.2% | -27.2% |
| 1Y | -33.1% | +120.4% | -153.5% | -45.0% |
| All | -33.1% | +116.0% | -149.1% | -45.0% |
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