+270.3%
ORCL vs AXON
+1,058.0%
-787.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | -4.0% | -22.8% | +18.8% | +0.2% |
| 3M | -19.5% | -48.8% | +29.3% | -9.5% |
| 6M | -33.5% | -16.3% | -17.2% | -32.4% |
| YTD | -34.8% | -44.5% | +9.6% | -29.4% |
| 1Y | -41.6% | -43.4% | +1.8% | -36.9% |
| 3Y | +13.8% | +44.3% | -30.5% | +5.1% |
| 5Y | +43.4% | +85.1% | -41.7% | +24.1% |
| All | +270.3% | +1,058.0% | -787.7% | +149.2% |
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