+182.3%
AXON vs ROK
+46.3%
+136.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.7% |
| 7D | -14.2% | +0.7% | -14.8% | -14.3% |
| 30D | -15.4% | -3.3% | -12.1% | -14.2% |
| 3M | +0.5% | -5.9% | +6.3% | +2.2% |
| 6M | -9.5% | +13.9% | -23.4% | -15.6% |
| YTD | -9.2% | +12.6% | -21.8% | -15.2% |
| 1Y | -29.4% | +28.6% | -58.0% | -37.9% |
| 3Y | +139.4% | +45.1% | +94.3% | +91.0% |
| All | +182.3% | +46.3% | +136.0% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling