+1,854.5%
AXON vs ROST
+303.5%
+1,551.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -11.5% | -10.0% | -1.5% | -7.9% |
| 3M | +7.3% | +1.2% | +6.1% | +6.2% |
| 6M | -11.9% | +8.9% | -20.9% | -15.8% |
| YTD | -11.0% | +28.1% | -39.1% | -20.6% |
| 1Y | -31.8% | +53.0% | -84.7% | -43.7% |
| 3Y | +135.4% | +97.9% | +37.5% | +71.0% |
| 5Y | +176.9% | +112.0% | +64.9% | +88.8% |
| 10Y | +1,854.5% | +303.0% | +1,551.5% | +861.8% |
| All | +1,854.5% | +303.5% | +1,551.0% | +861.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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