+88.4%
AXON vs DG
-35.8%
+124.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +2.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -22.8% | +3.2% | -26.0% | -22.9% |
| 3M | -48.8% | +10.4% | -59.2% | -49.2% |
| 6M | -16.3% | +33.2% | -49.5% | -18.3% |
| YTD | -44.5% | +3.0% | -47.4% | -44.8% |
| 1Y | -43.4% | +31.2% | -74.6% | -44.2% |
| 3Y | +44.3% | +21.8% | +22.4% | +41.4% |
| All | +88.4% | -35.8% | +124.2% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling