+1,180.9%
AXON vs ROK
+277.6%
+903.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -4.7% |
| 7D | -28.7% | -11.5% | -17.2% | -24.8% |
| 30D | -28.3% | -10.0% | -18.3% | -25.0% |
| 3M | -46.9% | -11.4% | -35.5% | -44.1% |
| 6M | -24.9% | -13.7% | -11.2% | -20.6% |
| YTD | -46.6% | +1.0% | -47.7% | -48.2% |
| 1Y | -49.7% | +5.6% | -55.3% | -52.3% |
| 3Y | +40.6% | +59.1% | -18.5% | +3.4% |
| 5Y | +71.9% | +26.1% | +45.7% | +38.5% |
| 10Y | +1,180.9% | +266.4% | +914.4% | +401.4% |
| All | +1,180.9% | +277.6% | +903.2% | +401.4% |
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 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