+122.8%
DAL vs AXON
+1,304.2%
-1,181.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.2% | +20.3% | +6.1% |
| 7D | +8.8% | -26.8% | +35.6% | +15.8% |
| 30D | +5.4% | -22.9% | +28.3% | +10.9% |
| 3M | -4.9% | -40.1% | +35.2% | +4.9% |
| 6M | +19.8% | -18.9% | +38.7% | +21.6% |
| YTD | +27.0% | -44.9% | +71.9% | +38.8% |
| 1Y | +52.5% | -46.7% | +99.1% | +67.8% |
| 3Y | +173.8% | +44.3% | +129.5% | +123.9% |
| 5Y | +104.5% | +71.4% | +33.2% | +52.6% |
| All | +122.8% | +1,304.2% | -1,181.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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