-39.9%
AXON vs DT
-5.1%
-34.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | +0.2% | -25.5% | +25.8% | +18.3% |
| 30D | +3.0% | -22.3% | +25.3% | +18.1% |
| 3M | -30.1% | +2.3% | -32.5% | -33.6% |
| 6M | +7.7% | +20.7% | -13.0% | -8.8% |
| YTD | -25.3% | +7.9% | -33.2% | -33.4% |
| 1Y | -39.9% | -5.7% | -34.2% | -39.6% |
| All | -39.9% | -5.1% | -34.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling