-39.9%
AXON vs DE
+49.6%
-89.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +2.0% |
| 7D | +0.2% | +5.6% | -5.4% | +0.7% |
| 30D | +3.0% | -0.8% | +3.8% | +2.8% |
| 3M | -30.1% | +9.8% | -40.0% | -29.4% |
| 6M | +7.7% | +17.5% | -9.8% | +8.5% |
| YTD | -25.3% | +46.5% | -71.8% | -23.7% |
| 1Y | -39.9% | +46.1% | -86.0% | -38.9% |
| All | -39.9% | +49.6% | -89.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling