+72.2%
DOCU vs TKO
+407.7%
-335.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | +6.9% | +0.7% | +6.1% | +6.6% |
| 30D | +19.0% | +1.6% | +17.4% | +18.4% |
| 3M | +34.3% | -7.8% | +42.1% | +36.9% |
| 6M | +48.0% | -13.3% | +61.3% | +53.0% |
| YTD | 0.0% | -10.3% | +10.3% | +2.3% |
| 1Y | -10.3% | -0.6% | -9.6% | -10.8% |
| 3Y | +32.4% | +88.5% | -56.1% | +10.4% |
| 5Y | -77.9% | +284.7% | -362.7% | -85.0% |
| All | +72.2% | +407.7% | -335.5% | +31.2% |
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