+1,854.5%
AXON vs ROK
+342.8%
+1,511.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -2.5% | +2.8% | -5.3% | -3.7% |
| 30D | -11.5% | -2.4% | -9.1% | -10.5% |
| 3M | +7.3% | -4.7% | +12.0% | +8.8% |
| 6M | -11.9% | +16.8% | -28.7% | -19.5% |
| YTD | -11.0% | +11.4% | -22.4% | -17.1% |
| 1Y | -31.8% | +26.2% | -57.9% | -40.4% |
| 3Y | +135.4% | +51.9% | +83.6% | +79.2% |
| 5Y | +176.9% | +46.4% | +130.5% | +108.2% |
| 10Y | +1,854.5% | +343.5% | +1,511.0% | +649.8% |
| All | +1,854.5% | +342.8% | +1,511.7% | +649.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling