+66,663.0%
AXON vs RRX
+1,244.0%
+65,419.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -19.7% | +12.6% | -32.3% | -24.2% |
| 30D | -25.7% | +10.6% | -36.3% | -29.9% |
| 3M | -48.8% | +4.6% | -53.4% | -50.7% |
| 6M | -22.0% | -13.6% | -8.4% | -20.7% |
| YTD | -45.9% | +29.4% | -75.3% | -56.6% |
| 1Y | -46.1% | +31.9% | -78.0% | -57.2% |
| 3Y | +40.9% | +68.3% | -27.3% | -8.8% |
| 5Y | +80.2% | +13.2% | +67.0% | +36.2% |
| 10Y | +1,029.9% | +209.9% | +820.0% | +370.6% |
| All | +66,663.0% | +1,244.0% | +65,419.0% | +17,586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling