+138.7%
AXON vs DD
+46.1%
+92.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | -14.2% | -3.5% | -10.6% | -13.4% |
| 30D | -15.4% | -10.3% | -5.1% | -13.3% |
| 3M | +0.5% | -7.5% | +8.0% | +2.3% |
| 6M | -9.5% | -8.0% | -1.5% | -8.3% |
| YTD | -9.2% | +10.5% | -19.7% | -12.7% |
| 1Y | -29.4% | +38.3% | -67.6% | -36.3% |
| All | +138.7% | +46.1% | +92.5% | +107.3% |
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