+127.6%
NOK vs AXON
+1,813.9%
-1,686.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | +8.7% | -11.0% | +19.7% | +10.4% |
| 30D | +12.5% | -24.7% | +37.2% | +16.7% |
| 3M | -20.7% | +7.0% | -27.7% | -22.5% |
| 6M | +36.2% | -9.6% | +45.8% | +35.6% |
| YTD | +64.1% | -15.7% | +79.8% | +64.4% |
| 1Y | +132.4% | -35.9% | +168.3% | +142.4% |
| 3Y | +182.9% | +123.0% | +59.8% | +125.7% |
| 5Y | +102.8% | +166.3% | -63.5% | +50.4% |
| All | +127.6% | +1,813.9% | -1,686.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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