-18.9%
AXON vs RNG
+54.0%
-72.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.9% | -15.3% | -17.1% |
| 7D | -26.8% | -11.3% | -15.5% | -23.4% |
| 30D | -22.9% | -5.7% | -17.2% | -21.2% |
| 3M | -40.1% | +16.8% | -56.9% | -43.1% |
| 6M | -18.9% | +58.5% | -77.3% | -30.6% |
| All | -18.9% | +54.0% | -72.9% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling