+67,943.5%
AXON vs ROL
+4,670.3%
+63,273.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.2% |
| 7D | -26.8% | +9.5% | -36.3% | -29.9% |
| 30D | -22.9% | +22.9% | -45.8% | -30.1% |
| 3M | -40.1% | +3.5% | -43.6% | -41.1% |
| 6M | -18.9% | -29.4% | +10.5% | -5.4% |
| YTD | -44.9% | -36.1% | -8.8% | -33.2% |
| 1Y | -46.7% | -34.4% | -12.3% | -36.3% |
| 3Y | +44.3% | +4.0% | +40.3% | +34.5% |
| 5Y | +71.4% | +13.2% | +58.1% | +49.5% |
| 10Y | +1,324.0% | +219.7% | +1,104.4% | +586.2% |
| All | +67,943.5% | +4,670.3% | +63,273.2% | +13,174.7% |
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