+66,663.0%
AXON vs DD
+434.8%
+66,228.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -19.7% | +6.7% | -26.5% | -22.3% |
| 30D | -25.7% | +19.4% | -45.1% | -31.8% |
| 3M | -48.8% | +7.6% | -56.4% | -50.8% |
| 6M | -22.0% | +2.9% | -24.9% | -23.8% |
| YTD | -45.9% | +29.9% | -75.8% | -53.2% |
| 1Y | -46.1% | +28.6% | -74.7% | -53.2% |
| 3Y | +40.9% | +90.0% | -49.1% | -2.5% |
| 5Y | +80.2% | +68.1% | +12.1% | +30.1% |
| 10Y | +1,029.9% | +98.7% | +931.2% | +576.7% |
| All | +66,663.0% | +434.8% | +66,228.3% | +21,976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling