+1,854.5%
AXON vs DG
+105.6%
+1,748.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | -11.5% | +1.0% | -12.5% | -11.8% |
| 3M | +7.3% | +20.3% | -13.0% | +3.1% |
| 6M | -11.9% | -11.7% | -0.2% | -10.5% |
| YTD | -11.0% | -2.3% | -8.7% | -11.1% |
| 1Y | -31.8% | +20.0% | -51.8% | -34.4% |
| 3Y | +135.4% | +7.2% | +128.2% | +122.7% |
| 5Y | +176.9% | -37.9% | +214.8% | +208.7% |
| 10Y | +1,854.5% | +107.3% | +1,747.2% | +1,266.8% |
| All | +1,854.5% | +105.6% | +1,748.8% | +1,266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling