+105.1%
DOCN vs AXON
+124.7%
-19.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.3% | +5.3% | +7.7% |
| 7D | +3.7% | -25.6% | +29.4% | +17.4% |
| 30D | -33.7% | -23.9% | -9.8% | -25.7% |
| 3M | -27.9% | -50.4% | +22.5% | -3.6% |
| 6M | -46.4% | -20.0% | -26.4% | -45.7% |
| YTD | +81.1% | -44.5% | +125.6% | +110.0% |
| 1Y | +74.3% | -44.9% | +119.2% | +103.1% |
| 3Y | +245.8% | +44.7% | +201.1% | +71.9% |
| 5Y | -23.7% | +86.7% | -110.4% | -74.1% |
| All | +105.1% | +124.7% | -19.6% | -38.7% |
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