-5.2%
DASH vs AXON
+150.0%
-155.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -18.2% | +18.0% | +8.0% |
| 7D | +0.4% | -26.8% | +27.2% | +14.4% |
| 30D | -6.0% | -22.9% | +16.9% | +4.3% |
| 3M | -15.8% | -40.1% | +24.3% | +2.9% |
| 6M | +7.0% | -18.9% | +25.8% | +9.0% |
| YTD | -20.7% | -44.9% | +24.2% | -4.8% |
| 1Y | -8.5% | -46.7% | +38.1% | +11.3% |
| 3Y | +101.8% | +44.3% | +57.5% | +15.2% |
| 5Y | -9.6% | +71.4% | -80.9% | -61.7% |
| All | -5.2% | +150.0% | -155.2% | -73.4% |
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