+1,894.1%
AXON vs DG
+114.2%
+1,779.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.4% |
| 7D | -14.2% | +8.4% | -22.6% | -15.5% |
| 30D | -15.4% | +4.9% | -20.3% | -16.3% |
| 3M | +0.5% | +29.3% | -28.9% | -4.7% |
| 6M | -9.5% | -11.3% | +1.8% | -8.1% |
| YTD | -9.2% | +1.8% | -11.0% | -10.0% |
| 1Y | -29.4% | +25.3% | -54.7% | -32.7% |
| 3Y | +139.4% | +9.1% | +130.3% | +126.6% |
| 5Y | +178.9% | -34.9% | +213.8% | +207.8% |
| All | +1,894.1% | +114.2% | +1,779.9% | +1,284.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling