+1,304.8%
AXON vs ROL
+216.1%
+1,088.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.4% |
| 7D | -26.8% | +9.5% | -36.3% | -29.2% |
| 30D | -22.9% | +22.9% | -45.8% | -28.5% |
| 3M | -40.1% | +3.5% | -43.6% | -40.9% |
| 6M | -18.9% | -29.4% | +10.5% | -8.6% |
| YTD | -44.9% | -36.1% | -8.8% | -36.0% |
| 1Y | -46.7% | -34.4% | -12.3% | -38.8% |
| 3Y | +44.3% | +4.0% | +40.3% | +34.5% |
| 5Y | +71.4% | +13.2% | +58.1% | +50.1% |
| All | +1,304.8% | +216.1% | +1,088.7% | +713.0% |
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