+4.7%
DLR vs AXTX
-74.2%
+78.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +25.3% | -24.7% | +0.3% |
| 7D | +3.4% | +49.3% | -45.9% | +3.0% |
| 30D | -2.2% | -49.1% | +46.9% | -2.1% |
| 3M | +4.7% | -72.6% | +77.3% | +4.5% |
| All | +4.7% | -74.2% | +78.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 3mo: compounded portfolio wealth divided by compounded AXTX 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…
3mo analysis · Full analysis span regression · Available span rolling