+77.2%
AXON vs DT
-43.6%
+120.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.6% | -17.9% |
| 7D | -26.8% | -24.7% | -2.1% | -15.8% |
| 30D | -22.9% | -27.4% | +4.5% | -9.8% |
| 3M | -40.1% | -11.1% | -29.0% | -37.2% |
| 6M | -18.9% | +13.7% | -32.6% | -25.4% |
| YTD | -44.9% | +0.2% | -45.1% | -46.3% |
| 1Y | -46.7% | -5.7% | -41.0% | -46.5% |
| 3Y | +44.3% | -8.1% | +52.5% | +43.3% |
| All | +77.2% | -43.6% | +120.8% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling