-99.9%
DFNS vs AXON
+451.6%
-551.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +0.8% | -2.5% | +3.3% | +0.9% |
| 30D | -73.2% | -11.5% | -61.7% | -73.0% |
| 3M | -72.4% | +7.3% | -79.7% | -72.0% |
| 6M | -95.2% | -11.9% | -83.3% | -95.3% |
| YTD | -98.0% | -11.0% | -87.0% | -98.0% |
| 1Y | -98.3% | -31.8% | -66.5% | -98.4% |
| 3Y | -99.9% | +135.4% | -235.3% | -99.9% |
| 5Y | -99.9% | +176.9% | -276.7% | -99.9% |
| All | -99.9% | +451.6% | -551.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling