-48.1%
AXON vs ROP
+7.0%
-55.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -37.9% |
| 3M | -46.9% | +17.5% | -64.5% | -51.1% |
| 6M | -24.9% | +38.1% | -62.9% | -37.4% |
| YTD | -46.6% | +7.0% | -53.6% | -53.1% |
| All | -48.1% | +7.0% | -55.2% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling