+97.7%
DOCN vs AXON
+202.1%
-104.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.8% | -9.0% | -8.0% |
| 7D | -20.0% | +0.2% | -20.3% | -20.2% |
| 30D | -38.8% | +3.0% | -41.8% | -39.6% |
| 3M | -34.8% | -30.1% | -4.7% | -25.6% |
| 6M | -22.8% | +7.7% | -30.5% | -32.1% |
| YTD | +74.6% | -25.3% | +99.9% | +78.8% |
| 1Y | +116.4% | -39.9% | +156.4% | +148.5% |
| 3Y | +239.3% | +95.2% | +144.1% | +47.6% |
| 5Y | -20.2% | +129.9% | -150.1% | -75.1% |
| All | +97.7% | +202.1% | -104.4% | -47.8% |
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