-9.5%
AXON vs DT
+41.8%
-51.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.1% |
| 7D | -14.2% | -3.3% | -10.9% | -12.1% |
| 30D | -15.4% | +2.0% | -17.4% | -16.2% |
| 3M | +0.5% | +20.0% | -19.5% | -10.7% |
| 6M | -9.5% | +39.3% | -48.8% | -27.9% |
| All | -9.5% | +41.8% | -51.3% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling