+62.9%
ON vs AXON
+179.8%
-116.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.9% |
| 7D | +2.4% | -14.2% | +16.6% | +5.8% |
| 30D | -3.3% | -15.4% | +12.1% | -0.6% |
| 3M | -43.6% | +0.5% | -44.1% | -44.9% |
| 6M | +19.0% | -9.5% | +28.5% | +18.2% |
| YTD | +37.4% | -9.2% | +46.6% | +34.7% |
| 1Y | +54.8% | -29.4% | +84.1% | +63.0% |
| 3Y | -25.2% | +139.4% | -164.6% | -58.9% |
| All | +62.9% | +179.8% | -116.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling