+140.2%
AXON vs DE
+75.6%
+64.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -14.2% | +10.0% | -24.2% | -15.4% |
| 30D | -15.4% | +13.3% | -28.7% | -17.1% |
| 3M | +0.5% | +17.5% | -17.0% | -2.3% |
| 6M | -9.5% | +13.6% | -23.1% | -11.8% |
| YTD | -9.2% | +49.8% | -59.0% | -18.0% |
| 1Y | -29.4% | +47.9% | -77.2% | -36.2% |
| All | +140.2% | +75.6% | +64.5% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling