+754.3%
DOC vs TKO
+1,366.4%
-612.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -4.8% | +1.6% | -6.4% | -5.2% |
| 3M | +6.9% | -7.8% | +14.7% | +8.3% |
| 6M | +20.7% | -13.3% | +34.0% | +23.5% |
| YTD | +34.1% | -10.3% | +44.4% | +36.1% |
| 1Y | +22.6% | -0.6% | +23.3% | +21.9% |
| 3Y | +20.8% | +88.5% | -67.7% | +4.3% |
| 5Y | -24.9% | +284.7% | -309.6% | -44.5% |
| 10Y | -1.8% | +905.7% | -907.5% | -43.3% |
| All | +754.3% | +1,366.4% | -612.0% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling