+80.2%
AXON vs RRC
+132.2%
-52.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.5% |
| 7D | -19.7% | +2.5% | -22.3% | -20.0% |
| 30D | -25.7% | +21.1% | -46.8% | -27.8% |
| 3M | -48.8% | +28.4% | -77.2% | -50.8% |
| 6M | -22.0% | +26.5% | -48.4% | -25.0% |
| YTD | -45.9% | +47.0% | -92.9% | -49.6% |
| 1Y | -46.1% | +35.2% | -81.3% | -49.1% |
| 3Y | +40.9% | +61.0% | -20.1% | +28.0% |
| 5Y | +80.2% | +133.6% | -53.4% | +50.7% |
| All | +80.2% | +132.2% | -52.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling