-35.6%
DOCN vs TKO
+250.1%
-285.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -19.2% | +5.7% | -24.9% | -20.6% |
| 30D | -43.1% | +6.9% | -50.0% | -44.4% |
| 3M | -40.7% | +2.4% | -43.1% | -41.6% |
| 6M | -55.0% | +1.1% | -56.1% | -55.8% |
| YTD | +50.6% | -7.5% | +58.1% | +51.2% |
| 1Y | +54.0% | +7.2% | +46.8% | +44.5% |
| 3Y | +203.9% | +131.3% | +72.6% | +97.8% |
| All | -35.6% | +250.1% | -285.7% | -75.6% |
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