+68,469.6%
AXON vs DVA
+2,916.4%
+65,553.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | -25.6% | -4.8% | -20.9% | -24.5% |
| 30D | -23.9% | +0.9% | -24.8% | -24.2% |
| 3M | -50.4% | +2.9% | -53.3% | -51.0% |
| 6M | -20.0% | -7.8% | -12.3% | -19.0% |
| YTD | -44.5% | +61.5% | -106.0% | -54.3% |
| 1Y | -44.9% | +50.1% | -95.0% | -53.5% |
| 3Y | +44.7% | +121.1% | -76.4% | +2.5% |
| 5Y | +86.7% | +72.9% | +13.8% | +35.7% |
| 10Y | +1,060.5% | +208.2% | +852.2% | +495.3% |
| All | +68,469.6% | +2,916.4% | +65,553.1% | +17,608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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