+3.4%
DIA vs AXON
-18.6%
+21.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.2% | +17.8% | +0.9% |
| 7D | -0.9% | -26.8% | +25.9% | +1.1% |
| 30D | +0.3% | -22.9% | +23.2% | +2.0% |
| 3M | -4.5% | -40.1% | +35.6% | -1.5% |
| 6M | +3.4% | -18.9% | +22.2% | +6.0% |
| All | +3.4% | -18.6% | +21.9% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling