+182.3%
AXON vs DBX
+7.0%
+175.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -3.0% |
| 7D | -14.2% | -2.4% | -11.7% | -13.0% |
| 30D | -15.4% | -0.5% | -14.9% | -15.1% |
| 3M | +0.5% | +28.1% | -27.6% | -10.1% |
| 6M | -9.5% | +33.1% | -42.6% | -21.4% |
| YTD | -9.2% | +25.3% | -34.5% | -19.0% |
| 1Y | -29.4% | +18.3% | -47.7% | -36.0% |
| 3Y | +139.4% | +25.0% | +114.4% | +99.8% |
| All | +182.3% | +7.0% | +175.3% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling