+9.3%
ORCL vs AXON
+74.4%
-65.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.8% | +2.9% | -4.2% |
| 7D | -17.5% | -12.7% | -4.8% | -14.4% |
| 30D | -20.2% | -8.6% | -11.5% | -18.3% |
| 3M | -19.9% | -37.2% | +17.3% | -10.3% |
| 6M | -37.4% | +0.5% | -37.9% | -39.5% |
| YTD | -40.1% | -32.6% | -7.5% | -36.2% |
| 1Y | -53.4% | -40.2% | -13.2% | -48.9% |
| All | +9.3% | +74.4% | -65.0% | -4.5% |
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