+39.6%
DUK vs AXON
+177.9%
-138.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +0.7% | -2.5% | +3.2% | +0.7% |
| 30D | -2.0% | -11.5% | +9.4% | -2.1% |
| 3M | +0.2% | +7.3% | -7.1% | +0.2% |
| 6M | -6.9% | -11.9% | +5.1% | -6.7% |
| YTD | +6.1% | -11.0% | +17.2% | +6.4% |
| 1Y | +4.4% | -31.8% | +36.2% | +4.8% |
| 3Y | +49.1% | +135.4% | -86.3% | +44.5% |
| 5Y | +39.6% | +176.9% | -137.3% | +30.4% |
| All | +39.6% | +177.9% | -138.4% | +30.4% |
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