+149.3%
AXON vs ROIV
+270.3%
-121.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.2% | -24.4% | -19.2% |
| 7D | -26.8% | +5.3% | -32.2% | -27.6% |
| 30D | -22.9% | +11.9% | -34.8% | -24.6% |
| 3M | -40.1% | +10.7% | -50.8% | -41.5% |
| 6M | -18.9% | +34.9% | -53.8% | -23.8% |
| YTD | -44.9% | +79.2% | -124.1% | -50.9% |
| 1Y | -46.7% | +89.0% | -135.7% | -53.0% |
| 3Y | +44.3% | +337.3% | -293.0% | +8.7% |
| 5Y | +71.4% | +402.3% | -331.0% | +9.1% |
| All | +149.3% | +270.3% | -121.0% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling