+182.3%
AXON vs DT
-27.0%
+209.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.3% |
| 7D | -14.2% | -3.3% | -10.9% | -12.5% |
| 30D | -15.4% | +2.0% | -17.4% | -16.0% |
| 3M | +0.5% | +20.0% | -19.5% | -8.6% |
| 6M | -9.5% | +39.3% | -48.8% | -24.1% |
| YTD | -9.2% | +19.8% | -29.0% | -18.1% |
| 1Y | -29.4% | +4.3% | -33.7% | -32.0% |
| 3Y | +139.4% | +7.7% | +131.7% | +121.5% |
| All | +182.3% | -27.0% | +209.3% | +174.3% |
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