+135.4%
AXON vs DTE
+48.7%
+86.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.5% |
| 30D | -11.5% | -1.9% | -9.6% | -11.5% |
| 3M | +7.3% | -3.3% | +10.6% | +7.2% |
| 6M | -11.9% | -7.1% | -4.8% | -11.8% |
| YTD | -11.0% | +8.1% | -19.1% | -12.1% |
| 1Y | -31.8% | +5.3% | -37.0% | -32.5% |
| 3Y | +135.4% | +48.2% | +87.2% | +110.8% |
| All | +135.4% | +48.7% | +86.7% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling