+91.4%
ORCL vs AXON
+179.8%
-88.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +4.1% |
| 7D | +5.3% | -14.2% | +19.4% | +9.1% |
| 30D | +10.0% | -15.4% | +25.4% | +13.5% |
| 3M | -32.6% | +0.5% | -33.1% | -33.8% |
| 6M | +4.9% | -9.5% | +14.4% | +4.8% |
| YTD | -17.8% | -9.2% | -8.5% | -18.6% |
| 1Y | -28.0% | -29.4% | +1.4% | -25.0% |
| 3Y | +36.0% | +139.4% | -103.4% | +9.9% |
| All | +91.4% | +179.8% | -88.4% | +41.9% |
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