+86.7%
AXON vs RRX
+16.1%
+70.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.7% | +3.9% |
| 7D | -25.6% | +5.4% | -31.0% | -26.6% |
| 30D | -23.9% | +12.0% | -35.9% | -26.1% |
| 3M | -50.4% | +6.1% | -56.6% | -51.4% |
| 6M | -20.0% | -13.2% | -6.8% | -19.0% |
| YTD | -44.5% | +31.0% | -75.4% | -51.9% |
| 1Y | -44.9% | +38.8% | -83.6% | -53.3% |
| 3Y | +44.7% | +70.3% | -25.6% | +4.2% |
| 5Y | +86.7% | +15.5% | +71.2% | +50.2% |
| All | +86.7% | +16.1% | +70.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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