+44.3%
AXON vs ROP
-5.5%
+49.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | -25.6% | -2.9% | -22.7% | -24.2% |
| 30D | -23.9% | +30.1% | -53.9% | -33.2% |
| 3M | -50.4% | +19.9% | -70.3% | -54.5% |
| 6M | -20.0% | +46.0% | -66.0% | -33.6% |
| YTD | -44.5% | +8.4% | -52.8% | -48.1% |
| 1Y | -44.9% | +8.8% | -53.7% | -48.6% |
| All | +44.3% | -5.5% | +49.8% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling