+1,846.0%
AXON vs DTE
+136.5%
+1,709.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -3.3% | 0.0% | -3.4% | -3.3% |
| 30D | -17.8% | -0.5% | -17.3% | -17.7% |
| 3M | +8.3% | -6.0% | +14.3% | +10.3% |
| 6M | -12.4% | -7.2% | -5.1% | -10.8% |
| YTD | -13.7% | +7.2% | -20.9% | -16.6% |
| 1Y | -33.1% | +4.1% | -37.1% | -34.7% |
| 3Y | +128.2% | +46.9% | +81.3% | +91.6% |
| 5Y | +170.5% | +32.9% | +137.6% | +132.5% |
| 10Y | +1,846.0% | +144.5% | +1,701.5% | +1,231.0% |
| All | +1,846.0% | +136.5% | +1,709.5% | +1,231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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