-18.9%
AXON vs ROL
-29.5%
+10.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.6% |
| 7D | -26.8% | +9.5% | -36.3% | -28.4% |
| 30D | -22.9% | +22.9% | -45.8% | -26.5% |
| 3M | -40.1% | +3.5% | -43.6% | -41.2% |
| 6M | -18.9% | -29.4% | +10.5% | -24.6% |
| All | -18.9% | -29.5% | +10.6% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling