+1,874.2%
AXON vs ROP
+140.4%
+1,733.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -2.0% |
| 7D | -14.2% | -4.4% | -9.7% | -11.6% |
| 30D | -15.4% | +3.2% | -18.6% | -16.9% |
| 3M | +0.5% | +23.1% | -22.6% | -11.8% |
| 6M | -9.5% | +13.3% | -22.8% | -16.3% |
| YTD | -9.2% | -7.9% | -1.4% | -5.6% |
| 1Y | -29.4% | -22.1% | -7.3% | -18.8% |
| 3Y | +139.4% | -16.8% | +156.2% | +159.6% |
| 5Y | +178.9% | -13.5% | +192.4% | +192.0% |
| All | +1,874.2% | +140.4% | +1,733.8% | +930.3% |
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