+55.3%
DLR vs AXON
+44.5%
+10.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | -0.2% |
| 7D | -2.0% | -25.6% | +23.6% | +0.4% |
| 30D | +0.5% | -23.9% | +24.4% | +2.8% |
| 3M | -4.4% | -50.4% | +46.0% | +1.1% |
| 6M | -6.4% | -20.0% | +13.6% | -6.4% |
| YTD | +19.5% | -44.5% | +63.9% | +24.0% |
| 1Y | +10.5% | -44.9% | +55.4% | +14.8% |
| All | +55.3% | +44.5% | +10.8% | +28.3% |
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 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