-98.3%
DFNS vs AXON
-28.9%
-69.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +3.7% |
| 7D | -16.0% | -14.2% | -1.8% | -5.5% |
| 30D | -77.7% | -15.4% | -62.3% | -74.8% |
| 3M | -77.2% | +0.5% | -77.7% | -76.9% |
| 6M | -95.2% | -9.5% | -85.7% | -95.3% |
| YTD | -98.0% | -9.2% | -88.8% | -98.1% |
| 1Y | -98.3% | -29.4% | -68.9% | -98.4% |
| All | -98.3% | -28.9% | -69.3% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling