+186.9%
DLR vs AXON
+1,051.0%
-864.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +3.7% |
| 7D | +2.4% | -28.7% | +31.1% | +5.7% |
| 30D | +0.7% | -28.3% | +29.1% | +3.9% |
| 3M | -6.4% | -46.9% | +40.5% | -0.9% |
| 6M | -6.5% | -24.9% | +18.3% | -5.3% |
| YTD | +18.8% | -46.6% | +65.4% | +23.9% |
| 1Y | +9.0% | -49.7% | +58.7% | +14.5% |
| 3Y | +54.5% | +40.6% | +13.9% | +41.4% |
| 5Y | +35.8% | +71.9% | -36.0% | +18.5% |
| All | +186.9% | +1,051.0% | -864.1% | +121.4% |
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