+109.5%
AXON vs ROIV
+369.5%
-260.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.2% | -5.6% | -9.0% |
| 7D | -12.7% | -2.4% | -10.3% | -12.2% |
| 30D | -8.6% | +3.1% | -11.7% | -9.1% |
| 3M | -37.2% | +5.8% | -43.1% | -38.2% |
| 6M | +0.5% | +29.3% | -28.8% | -4.8% |
| YTD | -32.6% | +68.8% | -101.4% | -39.4% |
| 1Y | -40.2% | +81.0% | -121.2% | -46.9% |
| 3Y | +76.1% | +294.6% | -218.5% | +33.8% |
| 5Y | +109.5% | +373.1% | -263.7% | +29.0% |
| All | +109.5% | +369.5% | -260.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling