+164.2%
DLR vs AXON
+1,884.9%
-1,720.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.7% |
| 7D | +1.6% | -14.2% | +15.7% | +3.1% |
| 30D | -3.4% | -15.4% | +12.0% | -2.1% |
| 3M | +0.5% | +0.5% | 0.0% | -0.4% |
| 6M | +4.6% | -9.5% | +14.1% | +4.3% |
| YTD | +23.4% | -9.2% | +32.6% | +22.5% |
| 1Y | +19.0% | -29.4% | +48.4% | +21.2% |
| 3Y | +56.5% | +139.4% | -82.9% | +36.5% |
| 5Y | +33.3% | +178.9% | -145.6% | +11.4% |
| All | +164.2% | +1,884.9% | -1,720.7% | +97.4% |
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