-76.5%
DOCU vs TKO
+287.6%
-364.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.3% |
| 7D | +6.9% | +0.7% | +6.1% | +6.5% |
| 30D | +19.0% | +1.6% | +17.4% | +18.2% |
| 3M | +34.3% | -7.8% | +42.1% | +37.7% |
| 6M | +48.0% | -13.3% | +61.3% | +54.4% |
| YTD | 0.0% | -10.3% | +10.3% | +2.9% |
| 1Y | -10.3% | -0.6% | -9.6% | -11.1% |
| 3Y | +32.4% | +88.5% | -56.1% | +4.3% |
| All | -76.5% | +287.6% | -364.1% | -89.6% |
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