+699.9%
AXON vs DBX
+12.3%
+687.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -0.6% |
| 7D | -28.7% | -8.6% | -20.1% | -25.8% |
| 30D | -28.3% | -5.2% | -23.1% | -26.5% |
| 3M | -46.9% | -6.4% | -40.5% | -45.5% |
| 6M | -24.9% | +12.7% | -37.6% | -28.6% |
| YTD | -46.6% | +17.2% | -63.8% | -50.5% |
| 1Y | -49.7% | +5.5% | -55.2% | -51.5% |
| 3Y | +40.6% | +24.1% | +16.4% | +21.4% |
| 5Y | +71.9% | +14.2% | +57.7% | +50.8% |
| All | +699.9% | +12.3% | +687.6% | +510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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