+182.3%
AXON vs ROL
-3.8%
+186.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -14.2% | -1.4% | -12.7% | -13.8% |
| 30D | -15.4% | -4.1% | -11.3% | -14.3% |
| 3M | +0.5% | -22.5% | +23.0% | +8.0% |
| 6M | -9.5% | -37.7% | +28.2% | +4.1% |
| YTD | -9.2% | -39.6% | +30.4% | +4.9% |
| 1Y | -29.4% | -36.0% | +6.6% | -20.5% |
| 3Y | +139.4% | -5.1% | +144.6% | +125.3% |
| All | +182.3% | -3.8% | +186.1% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling