-100.0%
DFNS vs AXON
+84.3%
-184.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.3% | +8.5% | +12.3% |
| 7D | -13.0% | -25.6% | +12.7% | -10.4% |
| 30D | -56.9% | -23.9% | -33.0% | -55.7% |
| 3M | -93.2% | -50.4% | -42.8% | -92.9% |
| 6M | -95.4% | -20.0% | -75.4% | -95.0% |
| YTD | -99.5% | -44.5% | -55.0% | -99.5% |
| 1Y | -99.6% | -44.9% | -54.8% | -99.6% |
| 3Y | -100.0% | +44.7% | -144.7% | -100.0% |
| 5Y | -100.0% | +86.7% | -186.7% | -100.0% |
| All | -100.0% | +84.3% | -184.3% | -100.0% |
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 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