-43.4%
AXON vs ROL
-31.8%
-11.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +2.2% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | -22.8% | +19.8% | -42.5% | -24.9% |
| 3M | -48.8% | +7.9% | -56.7% | -49.9% |
| 6M | -16.3% | -25.6% | +9.4% | -19.6% |
| YTD | -44.5% | -34.1% | -10.3% | -48.0% |
| 1Y | -43.4% | -31.4% | -12.0% | -47.4% |
| All | -43.4% | -31.8% | -11.6% | -47.4% |
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