+40.5%
AXON vs DD
+89.9%
-49.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -19.7% | +6.7% | -26.5% | -20.9% |
| 30D | -25.7% | +19.4% | -45.1% | -28.5% |
| 3M | -48.8% | +7.6% | -56.4% | -49.6% |
| 6M | -22.0% | +2.9% | -24.9% | -22.7% |
| YTD | -45.9% | +29.9% | -75.8% | -49.8% |
| 1Y | -46.1% | +28.6% | -74.7% | -49.8% |
| All | +40.5% | +89.9% | -49.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling