+1,973.8%
AXON vs ROKU
+875.4%
+1,098.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -11.0% | -2.6% | -8.4% | -10.5% |
| 30D | -24.7% | +2.1% | -26.9% | -25.1% |
| 3M | +7.0% | +31.8% | -24.8% | +0.9% |
| 6M | -9.6% | +53.3% | -62.9% | -17.5% |
| YTD | -15.7% | +42.1% | -57.7% | -21.9% |
| 1Y | -35.9% | +62.3% | -98.3% | -42.5% |
| 3Y | +123.0% | +84.6% | +38.4% | +84.8% |
| 5Y | +166.3% | -53.1% | +219.4% | +157.1% |
| All | +1,973.8% | +875.4% | +1,098.4% | +1,331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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