+2,006.3%
AXON vs RNG
+320.7%
+1,685.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.9% | -15.3% | -17.4% |
| 7D | -26.8% | -11.3% | -15.5% | -24.4% |
| 30D | -22.9% | -5.7% | -17.2% | -21.7% |
| 3M | -40.1% | +16.8% | -56.9% | -42.5% |
| 6M | -18.9% | +58.5% | -77.3% | -28.7% |
| YTD | -44.9% | +151.3% | -196.2% | -58.2% |
| 1Y | -46.7% | +169.0% | -215.7% | -60.3% |
| 3Y | +44.3% | +156.9% | -112.6% | +2.1% |
| 5Y | +71.4% | -69.0% | +140.4% | +101.0% |
| 10Y | +1,324.0% | +262.0% | +1,062.0% | +698.2% |
| All | +2,006.3% | +320.7% | +1,685.6% | +996.9% |
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