+153.0%
DASH vs AXON
+140.4%
+12.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.4% |
| 7D | -10.6% | -14.2% | +3.6% | -6.6% |
| 30D | +2.2% | -15.4% | +17.5% | +6.0% |
| 3M | +32.3% | +0.5% | +31.8% | +29.0% |
| 6M | +19.1% | -9.5% | +28.6% | +18.7% |
| YTD | -6.5% | -9.2% | +2.7% | -8.0% |
| 1Y | -14.9% | -29.4% | +14.5% | -9.9% |
| All | +153.0% | +140.4% | +12.6% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling