-27.5%
DOCN vs TKO
+276.1%
-303.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +19.1% | +2.3% | +16.8% | +18.2% |
| 30D | -21.0% | +13.4% | -34.4% | -24.3% |
| 3M | -34.7% | -1.7% | -33.0% | -34.7% |
| 6M | -45.8% | +7.2% | -53.0% | -47.9% |
| YTD | +79.4% | -5.4% | +84.8% | +78.7% |
| 1Y | +91.0% | +8.7% | +82.3% | +78.7% |
| 3Y | +237.5% | +150.4% | +87.0% | +112.4% |
| All | -27.5% | +276.1% | -303.6% | -74.9% |
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