+10.6%
ON vs AXON
+40.7%
-30.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.3% |
| 7D | +17.0% | -19.7% | +36.7% | +18.3% |
| 30D | -3.9% | -25.7% | +21.8% | -2.3% |
| 3M | -11.5% | -48.8% | +37.3% | -8.4% |
| 6M | -29.2% | -22.0% | -7.2% | -29.2% |
| YTD | +36.2% | -45.9% | +82.1% | +40.8% |
| 1Y | +49.6% | -46.1% | +95.7% | +54.8% |
| All | +10.6% | +40.7% | -30.1% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling