+71.9%
AXON vs DE
+103.8%
-31.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.8% |
| 7D | -28.7% | +3.5% | -32.3% | -29.3% |
| 30D | -28.3% | +11.3% | -39.6% | -30.0% |
| 3M | -46.9% | +11.6% | -58.5% | -48.5% |
| 6M | -24.9% | +20.9% | -45.7% | -28.8% |
| YTD | -46.6% | +49.7% | -96.3% | -53.1% |
| 1Y | -49.7% | +49.5% | -99.1% | -55.9% |
| 3Y | +40.6% | +94.7% | -54.1% | +10.9% |
| 5Y | +71.9% | +107.4% | -35.5% | +31.3% |
| All | +71.9% | +103.8% | -31.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling