-9.4%
DASH vs AXON
+105.6%
-115.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.8% | +0.4% | -5.1% |
| 7D | +0.5% | -12.7% | +13.2% | +6.8% |
| 30D | -7.1% | -8.6% | +1.5% | -3.4% |
| 3M | -13.2% | -37.2% | +24.0% | +3.6% |
| 6M | +8.3% | +0.5% | +7.8% | +1.6% |
| YTD | -20.6% | -32.6% | +12.1% | -12.1% |
| 1Y | -24.4% | -40.2% | +15.8% | -11.0% |
| 3Y | +94.5% | +76.1% | +18.4% | +1.9% |
| 5Y | -9.4% | +109.5% | -118.9% | -71.8% |
| All | -9.4% | +105.6% | -115.0% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling