+77.2%
AXON vs DRI
+74.0%
+3.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.0% | -17.2% | -17.7% |
| 7D | -26.8% | +2.8% | -29.6% | -27.6% |
| 30D | -22.9% | +13.3% | -36.2% | -27.0% |
| 3M | -40.1% | +8.2% | -48.3% | -42.3% |
| 6M | -18.9% | +17.5% | -36.4% | -25.5% |
| YTD | -44.9% | +26.9% | -71.8% | -51.9% |
| 1Y | -46.7% | +31.6% | -78.3% | -54.5% |
| 3Y | +44.3% | +67.0% | -22.6% | +1.6% |
| All | +77.2% | +74.0% | +3.2% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling