+65,669.6%
AXON vs ROP
+2,634.5%
+63,035.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -27.4% | +0.2% | -27.6% | -27.2% |
| 30D | -28.5% | +30.3% | -58.8% | -39.5% |
| 3M | -49.3% | +17.8% | -67.0% | -54.2% |
| 6M | -25.0% | +38.9% | -63.9% | -39.2% |
| YTD | -46.7% | +7.6% | -54.3% | -49.7% |
| 1Y | -48.3% | +6.5% | -54.8% | -50.9% |
| 3Y | +38.8% | -6.3% | +45.1% | +40.2% |
| 5Y | +77.7% | +0.9% | +76.8% | +70.4% |
| 10Y | +1,028.0% | +180.7% | +847.3% | +445.6% |
| All | +65,669.6% | +2,634.5% | +63,035.1% | +10,056.1% |
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