+1,437.7%
AXON vs DPZ
+5,341.2%
-3,903.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -16.0% | -17.3% |
| 7D | -26.8% | +6.6% | -33.4% | -28.5% |
| 30D | -22.9% | +10.3% | -33.2% | -25.8% |
| 3M | -40.1% | -6.2% | -33.9% | -38.7% |
| 6M | -18.9% | +4.2% | -23.1% | -20.3% |
| YTD | -44.9% | -18.4% | -26.5% | -40.9% |
| 1Y | -46.7% | -14.9% | -31.8% | -43.8% |
| 3Y | +44.3% | -4.6% | +49.0% | +42.0% |
| 5Y | +71.4% | -27.4% | +98.8% | +84.7% |
| 10Y | +1,324.0% | +125.9% | +1,198.1% | +806.8% |
| All | +1,437.7% | +5,341.2% | -3,903.5% | +165.4% |
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