+7.8%
ON vs AXON
+71.5%
-63.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.2% | +18.7% | +4.3% |
| 7D | -11.7% | -26.8% | +15.2% | -5.9% |
| 30D | -23.3% | -22.9% | -0.4% | -19.3% |
| 3M | -19.2% | -40.1% | +20.9% | -11.2% |
| 6M | -40.1% | -18.9% | -21.3% | -40.8% |
| YTD | +16.9% | -44.9% | +61.8% | +26.4% |
| 1Y | +29.7% | -46.7% | +76.4% | +41.6% |
| 3Y | -4.4% | +44.3% | -48.7% | -42.6% |
| All | +7.8% | +71.5% | -63.7% | -48.7% |
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