+112,002.2%
AXON vs ROL
+4,407.6%
+107,594.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.4% |
| 7D | -14.2% | -1.4% | -12.7% | -13.6% |
| 30D | -15.4% | -4.1% | -11.3% | -13.6% |
| 3M | +0.5% | -22.5% | +23.0% | +12.6% |
| 6M | -9.5% | -37.7% | +28.2% | +11.8% |
| YTD | -9.2% | -39.6% | +30.4% | +13.0% |
| 1Y | -29.4% | -36.0% | +6.6% | -15.1% |
| 3Y | +139.4% | -5.1% | +144.6% | +132.2% |
| 5Y | +178.9% | -3.4% | +182.3% | +161.7% |
| 10Y | +1,840.8% | +215.2% | +1,625.5% | +837.8% |
| All | +112,002.2% | +4,407.6% | +107,594.6% | +22,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling