+170.5%
AXON vs DTE
+31.9%
+138.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -3.3% | 0.0% | -3.4% | -3.3% |
| 30D | -17.8% | -0.5% | -17.3% | -17.8% |
| 3M | +8.3% | -6.0% | +14.3% | +8.8% |
| 6M | -12.4% | -7.2% | -5.1% | -11.9% |
| YTD | -13.7% | +7.2% | -20.9% | -15.0% |
| 1Y | -33.1% | +4.1% | -37.1% | -33.8% |
| 3Y | +128.2% | +46.9% | +81.3% | +110.4% |
| 5Y | +170.5% | +32.9% | +137.6% | +160.3% |
| All | +170.5% | +31.9% | +138.6% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling