-48.1%
AXON vs DBX
+4.4%
-52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -0.5% |
| 7D | -28.7% | -8.6% | -20.1% | -25.6% |
| 30D | -28.3% | -5.2% | -23.1% | -26.2% |
| 3M | -46.9% | -6.4% | -40.5% | -45.3% |
| 6M | -24.9% | +12.7% | -37.6% | -28.2% |
| YTD | -46.6% | +17.2% | -63.8% | -51.3% |
| All | -48.1% | +4.4% | -52.6% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling