+25.8%
ON vs AXON
+81.2%
-55.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.7% |
| 7D | +17.0% | -19.7% | +36.7% | +21.9% |
| 30D | -3.9% | -25.7% | +21.8% | +1.9% |
| 3M | -11.5% | -48.8% | +37.3% | +0.9% |
| 6M | -29.2% | -22.0% | -7.2% | -29.0% |
| YTD | +36.2% | -45.9% | +82.1% | +47.7% |
| 1Y | +49.6% | -46.1% | +95.7% | +62.4% |
| 3Y | +9.4% | +40.9% | -31.5% | -33.7% |
| 5Y | +25.8% | +80.2% | -54.4% | -41.1% |
| All | +25.8% | +81.2% | -55.3% | -41.1% |
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