+112,002.2%
AXON vs ROP
+2,241.4%
+109,760.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -1.9% |
| 7D | -14.2% | -4.4% | -9.7% | -11.5% |
| 30D | -15.4% | +3.2% | -18.6% | -17.0% |
| 3M | +0.5% | +23.1% | -22.6% | -12.0% |
| 6M | -9.5% | +13.3% | -22.8% | -16.4% |
| YTD | -9.2% | -7.9% | -1.4% | -5.5% |
| 1Y | -29.4% | -22.1% | -7.3% | -18.7% |
| 3Y | +139.4% | -16.8% | +156.2% | +161.0% |
| 5Y | +178.9% | -13.5% | +192.4% | +194.8% |
| 10Y | +1,840.8% | +137.7% | +1,703.1% | +944.2% |
| All | +112,002.2% | +2,241.4% | +109,760.8% | +19,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling