+768.2%
DIA vs AXON
+101,343.3%
-100,575.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.1% |
| 7D | -0.2% | -14.2% | +14.0% | +1.3% |
| 30D | -1.5% | -15.4% | +13.9% | -0.2% |
| 3M | +3.8% | +0.5% | +3.3% | +3.0% |
| 6M | +10.3% | -9.5% | +19.8% | +10.1% |
| YTD | +12.1% | -9.2% | +21.3% | +11.4% |
| 1Y | +18.6% | -29.4% | +48.0% | +20.7% |
| 3Y | +60.6% | +139.4% | -78.8% | +41.2% |
| 5Y | +64.4% | +178.9% | -114.5% | +39.7% |
| 10Y | +250.1% | +1,840.8% | -1,590.7% | +136.4% |
| All | +768.2% | +101,343.3% | -100,575.2% | +331.1% |
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