+67,943.5%
AXON vs DD
+406.5%
+67,537.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.1% | -19.3% | -18.7% |
| 7D | -26.8% | +4.6% | -31.4% | -28.5% |
| 30D | -22.9% | +11.8% | -34.7% | -26.9% |
| 3M | -40.1% | +2.2% | -42.3% | -41.0% |
| 6M | -18.9% | -1.6% | -17.2% | -19.2% |
| YTD | -44.9% | +23.0% | -67.9% | -51.1% |
| 1Y | -46.7% | +26.9% | -73.6% | -53.3% |
| 3Y | +44.3% | +77.9% | -33.6% | +3.2% |
| 5Y | +71.4% | +59.9% | +11.5% | +26.9% |
| 10Y | +1,324.0% | +90.1% | +1,234.0% | +772.0% |
| All | +67,943.5% | +406.5% | +67,537.0% | +23,007.6% |
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