-46.1%
AXON vs RNG
+177.2%
-223.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -19.7% | +2.3% | -22.0% | -20.0% |
| 30D | -25.7% | -3.4% | -22.3% | -25.1% |
| 3M | -48.8% | +20.9% | -69.7% | -50.8% |
| 6M | -22.0% | +82.2% | -104.2% | -31.3% |
| YTD | -45.9% | +164.6% | -210.6% | -54.3% |
| 1Y | -46.1% | +177.0% | -223.1% | -55.1% |
| All | -46.1% | +177.2% | -223.3% | -55.1% |
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