+3,370.2%
AXON vs RNG
+327.7%
+3,042.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.2% |
| 7D | -14.2% | +5.8% | -19.9% | -15.4% |
| 30D | -15.4% | +19.6% | -35.0% | -19.2% |
| 3M | +0.5% | +67.0% | -66.5% | -12.5% |
| 6M | -9.5% | +88.4% | -97.9% | -24.2% |
| YTD | -9.2% | +155.5% | -164.7% | -31.3% |
| 1Y | -29.4% | +141.7% | -171.1% | -46.0% |
| 3Y | +139.4% | +131.1% | +8.3% | +74.0% |
| 5Y | +178.9% | -70.6% | +249.5% | +231.6% |
| 10Y | +1,840.8% | +228.2% | +1,612.6% | +1,016.6% |
| All | +3,370.2% | +327.7% | +3,042.5% | +1,701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling