+1,180.9%
AXON vs ROP
+189.6%
+991.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | -28.7% | -1.6% | -27.1% | -27.7% |
| 30D | -28.3% | +29.5% | -57.8% | -38.8% |
| 3M | -46.9% | +17.5% | -64.5% | -51.8% |
| 6M | -24.9% | +38.1% | -62.9% | -38.5% |
| YTD | -46.6% | +7.0% | -53.6% | -49.3% |
| 1Y | -49.7% | +6.5% | -56.2% | -52.2% |
| 3Y | +40.6% | -5.5% | +46.0% | +40.9% |
| 5Y | +71.9% | -0.4% | +72.3% | +65.1% |
| 10Y | +1,180.9% | +183.6% | +997.3% | +464.7% |
| All | +1,180.9% | +189.6% | +991.2% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling