+129.9%
AXON vs DOC
-22.8%
+152.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.9% |
| 7D | +0.2% | +8.7% | -8.5% | -2.3% |
| 30D | +3.0% | +7.6% | -4.6% | +0.7% |
| 3M | -30.1% | -5.3% | -24.9% | -29.0% |
| 6M | +7.7% | +27.6% | -19.9% | -0.2% |
| YTD | -25.3% | +32.4% | -57.7% | -31.5% |
| 1Y | -39.9% | +22.9% | -62.8% | -43.7% |
| 3Y | +95.2% | +43.1% | +52.2% | +68.0% |
| 5Y | +129.9% | -21.4% | +151.2% | +148.0% |
| All | +129.9% | -22.8% | +152.7% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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