+47.3%
DLR vs AXON
+42.7%
+4.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.2% | +17.9% | +1.3% |
| 7D | -3.6% | -26.8% | +23.2% | -1.1% |
| 30D | -3.5% | -22.9% | +19.4% | -1.4% |
| 3M | -8.9% | -40.1% | +31.2% | -5.4% |
| 6M | -11.6% | -18.9% | +7.3% | -11.8% |
| YTD | +14.9% | -44.9% | +59.8% | +19.3% |
| 1Y | +6.4% | -46.7% | +53.1% | +11.0% |
| 3Y | +47.3% | +44.3% | +2.9% | +23.5% |
| All | +47.3% | +42.7% | +4.6% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling