-48.3%
AXON vs ROL
-32.6%
-15.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -27.4% | +3.4% | -30.8% | -27.7% |
| 30D | -28.5% | +20.8% | -49.2% | -30.4% |
| 3M | -49.3% | +3.7% | -53.0% | -50.2% |
| 6M | -25.0% | -27.7% | +2.6% | -27.6% |
| YTD | -46.7% | -34.9% | -11.8% | -50.1% |
| 1Y | -48.3% | -33.3% | -15.0% | -51.9% |
| All | -48.3% | -32.6% | -15.7% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling