+95.7%
DOCU vs TKO
+447.2%
-351.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.0% |
| 7D | -4.8% | +7.8% | -12.6% | -6.7% |
| 30D | +9.4% | +12.2% | -2.8% | +6.0% |
| 3M | +29.0% | +7.5% | +21.6% | +26.2% |
| 6M | +62.3% | +7.7% | +54.6% | +58.6% |
| YTD | +13.7% | -3.3% | +17.0% | +13.7% |
| 1Y | +11.5% | +11.1% | +0.5% | +7.5% |
| 3Y | +94.2% | +141.0% | -46.8% | +52.3% |
| 5Y | -71.7% | +278.8% | -350.6% | -80.8% |
| All | +95.7% | +447.2% | -351.5% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling