+734.7%
DIA vs AXON
+61,473.8%
-60,739.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.2% | +17.8% | +1.4% |
| 7D | -0.9% | -26.8% | +25.9% | +2.0% |
| 30D | +0.3% | -22.9% | +23.2% | +2.7% |
| 3M | -4.5% | -40.1% | +35.6% | 0.0% |
| 6M | +3.4% | -18.9% | +22.2% | +4.2% |
| YTD | +7.8% | -44.9% | +52.7% | +12.3% |
| 1Y | +10.7% | -46.7% | +57.4% | +15.7% |
| 3Y | +57.5% | +44.3% | +13.2% | +45.3% |
| 5Y | +53.7% | +71.4% | -17.6% | +36.8% |
| 10Y | +247.2% | +1,324.0% | -1,076.8% | +141.8% |
| All | +734.7% | +61,473.8% | -60,739.1% | +334.3% |
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