-23.6%
DOC vs TKO
+287.6%
-311.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -4.8% | +1.6% | -6.4% | -5.1% |
| 3M | +6.9% | -7.8% | +14.7% | +7.9% |
| 6M | +20.7% | -13.3% | +34.0% | +22.7% |
| YTD | +34.1% | -10.3% | +44.4% | +35.5% |
| 1Y | +22.6% | -0.6% | +23.3% | +22.2% |
| 3Y | +20.8% | +88.5% | -67.7% | +10.2% |
| All | -23.6% | +287.6% | -311.2% | -39.6% |
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