+1,060.5%
AXON vs ROL
+214.5%
+846.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | -25.6% | +0.8% | -26.4% | -25.8% |
| 30D | -23.9% | +20.6% | -44.5% | -28.9% |
| 3M | -50.4% | +4.5% | -54.9% | -51.3% |
| 6M | -20.0% | -26.5% | +6.5% | -11.3% |
| YTD | -44.5% | -34.8% | -9.6% | -36.0% |
| 1Y | -44.9% | -33.2% | -11.7% | -37.2% |
| 3Y | +44.7% | +4.5% | +40.3% | +34.7% |
| 5Y | +86.7% | +15.5% | +71.2% | +62.3% |
| 10Y | +1,060.5% | +217.2% | +843.3% | +555.0% |
| All | +1,060.5% | +214.5% | +846.0% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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