-39.9%
AXON vs ROK
+25.3%
-65.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +3.0% | -2.5% | +5.5% | +3.4% |
| 3M | -30.1% | 0.0% | -30.1% | -30.2% |
| 6M | +7.7% | +11.6% | -3.8% | +4.1% |
| YTD | -25.3% | +15.2% | -40.5% | -28.2% |
| 1Y | -39.9% | +25.0% | -64.9% | -41.4% |
| All | -39.9% | +25.3% | -65.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling