+44.3%
AXON vs ROL
+5.9%
+38.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +2.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.1% |
| 30D | -22.8% | +19.8% | -42.5% | -25.7% |
| 3M | -48.8% | +7.9% | -56.7% | -49.8% |
| 6M | -16.3% | -25.6% | +9.4% | -13.1% |
| YTD | -44.5% | -34.1% | -10.3% | -41.3% |
| 1Y | -43.4% | -31.4% | -12.0% | -40.8% |
| 3Y | +44.3% | +4.7% | +39.6% | +21.5% |
| All | +44.3% | +5.9% | +38.4% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling