+1,779.4%
AXON vs DPZ
+5,460.8%
-3,681.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.3% | -10.1% | -9.9% |
| 7D | -12.7% | +9.5% | -22.2% | -15.7% |
| 30D | -8.6% | +12.8% | -21.4% | -12.9% |
| 3M | -37.2% | -6.2% | -31.0% | -35.8% |
| 6M | +0.5% | +4.3% | -3.7% | -1.5% |
| YTD | -32.6% | -16.6% | -16.0% | -28.5% |
| 1Y | -40.2% | -12.8% | -27.3% | -37.7% |
| 3Y | +76.1% | -0.8% | +76.9% | +70.4% |
| 5Y | +109.5% | -25.8% | +135.3% | +123.5% |
| 10Y | +1,640.5% | +130.9% | +1,509.6% | +997.1% |
| All | +1,779.4% | +5,460.8% | -3,681.4% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 all: compounded portfolio wealth divided by compounded DPZ 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…
all analysis · Full analysis span regression · 6 months rolling