+1,935.9%
AXON vs RNG
+328.0%
+1,607.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -27.4% | -6.0% | -21.4% | -26.0% |
| 30D | -28.5% | -7.4% | -21.1% | -27.0% |
| 3M | -49.3% | +14.6% | -63.8% | -51.1% |
| 6M | -25.0% | +61.5% | -86.6% | -34.4% |
| YTD | -46.7% | +155.7% | -202.4% | -59.8% |
| 1Y | -48.3% | +172.5% | -220.7% | -61.6% |
| 3Y | +38.8% | +168.0% | -129.2% | -2.8% |
| 5Y | +77.7% | -73.8% | +151.5% | +120.8% |
| 10Y | +1,028.0% | +240.3% | +787.8% | +542.8% |
| All | +1,935.9% | +328.0% | +1,607.9% | +955.5% |
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