-44.9%
AXON vs DG
+39.7%
-84.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -25.6% | -3.0% | -22.7% | -24.8% |
| 30D | -23.9% | +8.6% | -32.5% | -25.7% |
| 3M | -50.4% | +15.0% | -65.5% | -52.5% |
| 6M | -20.0% | +32.7% | -52.7% | -28.2% |
| YTD | -44.5% | +5.5% | -50.0% | -45.9% |
| 1Y | -44.9% | +34.6% | -79.5% | -47.7% |
| All | -44.9% | +39.7% | -84.5% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling