+34.3%
DLR vs AXON
+179.8%
-145.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | +1.6% | -14.2% | +15.7% | +3.4% |
| 30D | -3.4% | -15.4% | +12.0% | -1.8% |
| 3M | +0.5% | +0.5% | 0.0% | -0.7% |
| 6M | +4.6% | -9.5% | +14.1% | +4.4% |
| YTD | +23.4% | -9.2% | +32.6% | +22.5% |
| 1Y | +19.0% | -29.4% | +48.4% | +22.5% |
| 3Y | +56.5% | +139.4% | -82.9% | +24.5% |
| All | +34.3% | +179.8% | -145.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling