+1,180.9%
AXON vs DRI
+370.8%
+810.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | -28.7% | +3.1% | -31.9% | -29.5% |
| 30D | -28.3% | +16.2% | -44.6% | -32.3% |
| 3M | -46.9% | +8.4% | -55.3% | -48.6% |
| 6M | -24.9% | +19.0% | -43.9% | -30.3% |
| YTD | -46.6% | +28.8% | -75.4% | -52.4% |
| 1Y | -49.7% | +33.1% | -82.8% | -55.8% |
| 3Y | +40.6% | +70.8% | -30.2% | +9.3% |
| 5Y | +71.9% | +74.2% | -2.4% | +31.6% |
| 10Y | +1,180.9% | +345.5% | +835.3% | +546.2% |
| All | +1,180.9% | +370.8% | +810.1% | +546.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling