+653.5%
AXON vs DT
+103.5%
+549.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.4% |
| 7D | -14.2% | -3.3% | -10.9% | -12.7% |
| 30D | -15.4% | +2.0% | -17.4% | -15.9% |
| 3M | +0.5% | +20.0% | -19.5% | -7.4% |
| 6M | -9.5% | +39.3% | -48.8% | -22.3% |
| YTD | -9.2% | +19.8% | -29.0% | -16.9% |
| 1Y | -29.4% | +4.3% | -33.7% | -31.5% |
| 3Y | +139.4% | +7.7% | +131.7% | +125.5% |
| 5Y | +178.9% | -26.8% | +205.7% | +186.8% |
| All | +653.5% | +103.5% | +549.9% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling