+1,180.9%
AXON vs ROL
+222.1%
+958.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.9% |
| 7D | -28.7% | +7.5% | -36.3% | -30.6% |
| 30D | -28.3% | +21.1% | -49.4% | -33.2% |
| 3M | -46.9% | +3.1% | -50.1% | -47.6% |
| 6M | -24.9% | -27.4% | +2.6% | -16.3% |
| YTD | -46.6% | -34.7% | -11.9% | -38.6% |
| 1Y | -49.7% | -32.9% | -16.7% | -42.7% |
| 3Y | +40.6% | +6.1% | +34.4% | +30.0% |
| 5Y | +71.9% | +16.3% | +55.5% | +49.0% |
| 10Y | +1,180.9% | +214.9% | +966.0% | +737.0% |
| All | +1,180.9% | +222.1% | +958.8% | +737.0% |
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