+63.5%
DUK vs AXON
+40.0%
+23.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.9% | -27.4% | +29.3% | +1.4% |
| 30D | +10.5% | -28.5% | +39.0% | +9.9% |
| 3M | +7.3% | -49.3% | +56.6% | +5.9% |
| 6M | +5.7% | -25.0% | +30.7% | +5.5% |
| YTD | +12.9% | -46.7% | +59.6% | +12.3% |
| 1Y | +8.6% | -48.3% | +56.8% | +7.9% |
| 3Y | +63.5% | +38.8% | +24.7% | +49.8% |
| All | +63.5% | +40.0% | +23.6% | +49.8% |
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 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