+1,304.8%
AXON vs DD
+87.9%
+1,217.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.1% | -19.3% | -18.6% |
| 7D | -26.8% | +4.6% | -31.4% | -28.2% |
| 30D | -22.9% | +11.8% | -34.7% | -26.2% |
| 3M | -40.1% | +2.2% | -42.3% | -40.8% |
| 6M | -18.9% | -1.6% | -17.2% | -19.1% |
| YTD | -44.9% | +23.0% | -67.9% | -50.1% |
| 1Y | -46.7% | +26.9% | -73.6% | -52.3% |
| 3Y | +44.3% | +77.9% | -33.6% | +8.0% |
| 5Y | +71.4% | +59.9% | +11.5% | +31.6% |
| All | +1,304.8% | +87.9% | +1,217.0% | +806.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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