+38.8%
AXON vs DRI
+69.5%
-30.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -27.4% | +4.2% | -31.6% | -28.0% |
| 30D | -28.5% | +15.7% | -44.1% | -30.6% |
| 3M | -49.3% | +5.8% | -55.0% | -49.9% |
| 6M | -25.0% | +18.4% | -43.5% | -28.1% |
| YTD | -46.7% | +28.2% | -74.9% | -50.4% |
| 1Y | -48.3% | +35.9% | -84.2% | -52.7% |
| 3Y | +38.8% | +67.7% | -28.9% | +21.0% |
| All | +38.8% | +69.5% | -30.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling