-21.4%
DOC vs TKO
+241.8%
-263.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.2% | +2.7% |
| 7D | +8.7% | +11.3% | -2.5% | +7.2% |
| 30D | +7.6% | +9.3% | -1.6% | +6.3% |
| 3M | -5.3% | +5.3% | -10.6% | -6.1% |
| 6M | +27.6% | +4.9% | +22.7% | +26.4% |
| YTD | +32.4% | -6.3% | +38.7% | +32.9% |
| 1Y | +22.9% | +4.9% | +17.9% | +21.4% |
| 3Y | +43.1% | +133.5% | -90.4% | +26.4% |
| 5Y | -21.4% | +245.5% | -266.9% | -34.2% |
| All | -21.4% | +241.8% | -263.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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