+112,002.2%
AXON vs DD
+354.9%
+111,647.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.3% |
| 7D | -14.2% | -3.5% | -10.6% | -12.7% |
| 30D | -15.4% | -10.3% | -5.1% | -11.0% |
| 3M | +0.5% | -7.5% | +8.0% | +4.1% |
| 6M | -9.5% | -8.0% | -1.5% | -7.3% |
| YTD | -9.2% | +10.5% | -19.7% | -14.9% |
| 1Y | -29.4% | +38.3% | -67.6% | -40.8% |
| 3Y | +139.4% | +42.5% | +96.9% | +90.3% |
| 5Y | +178.9% | +60.2% | +118.7% | +105.7% |
| 10Y | +1,840.8% | +68.9% | +1,771.9% | +1,158.9% |
| All | +112,002.2% | +354.9% | +111,647.3% | +40,062.9% |
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