+11.7%
DASH vs AXON
+311.8%
-300.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -2.7% |
| 7D | -10.6% | -14.2% | +3.6% | -4.4% |
| 30D | +2.2% | -15.4% | +17.5% | +7.9% |
| 3M | +32.3% | +0.5% | +31.8% | +26.9% |
| 6M | +19.1% | -9.5% | +28.6% | +18.4% |
| YTD | -6.5% | -9.2% | +2.7% | -8.9% |
| 1Y | -14.9% | -29.4% | +14.5% | -6.4% |
| 3Y | +151.9% | +139.4% | +12.5% | +16.4% |
| 5Y | +9.4% | +178.9% | -169.5% | -62.2% |
| All | +11.7% | +311.8% | -300.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling