+376.8%
DDOG vs AXON
+381.5%
-4.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -18.2% | +20.7% | +10.0% |
| 7D | -23.9% | -26.8% | +2.9% | -14.6% |
| 30D | -34.0% | -22.9% | -11.1% | -27.5% |
| 3M | -21.9% | -40.1% | +18.2% | -6.0% |
| 6M | +24.6% | -18.9% | +43.5% | +31.6% |
| YTD | +31.7% | -44.9% | +76.5% | +60.1% |
| 1Y | -6.2% | -46.7% | +40.5% | +15.5% |
| 3Y | +125.1% | +44.3% | +80.7% | +53.2% |
| 5Y | -3.5% | +71.4% | -74.9% | -44.8% |
| All | +376.8% | +381.5% | -4.7% | +119.0% |
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