-33.1%
AXON vs DTE
+4.6%
-37.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.3% |
| 7D | -3.3% | 0.0% | -3.4% | -3.4% |
| 30D | -17.8% | -0.5% | -17.3% | -18.0% |
| 3M | +8.3% | -6.0% | +14.3% | +6.5% |
| 6M | -12.4% | -7.2% | -5.1% | -13.6% |
| YTD | -13.7% | +7.2% | -20.9% | -13.9% |
| 1Y | -33.1% | +4.1% | -37.1% | -34.9% |
| All | -33.1% | +4.6% | -37.7% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling