-3.6%
DDOG vs AXON
+83.1%
-86.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.4% |
| 30D | -31.6% | -22.8% | -8.9% | -24.8% |
| 3M | -27.0% | -48.8% | +21.8% | -4.9% |
| 6M | -10.3% | -16.3% | +6.0% | -7.0% |
| YTD | +35.4% | -44.5% | +79.9% | +64.5% |
| 1Y | -1.0% | -43.4% | +42.4% | +19.2% |
| 3Y | +76.7% | +44.3% | +32.4% | +4.0% |
| All | -3.6% | +83.1% | -86.7% | -62.5% |
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 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