+343.0%
AXON vs DT
+72.4%
+270.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -3.7% |
| 7D | -28.7% | -20.2% | -8.5% | -21.4% |
| 30D | -28.3% | -30.8% | +2.4% | -15.8% |
| 3M | -46.9% | -10.2% | -36.7% | -44.8% |
| 6M | -24.9% | +8.0% | -32.9% | -28.4% |
| YTD | -46.6% | +1.5% | -48.1% | -47.8% |
| 1Y | -49.7% | -6.9% | -42.8% | -49.0% |
| 3Y | +40.6% | -10.9% | +51.5% | +42.9% |
| 5Y | +71.9% | -42.2% | +114.0% | +94.2% |
| All | +343.0% | +72.4% | +270.6% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling