+1,084.3%
DOV vs TKO
+1,406.3%
-322.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +1.3% | +0.7% | +0.7% | +1.2% |
| 30D | -8.6% | +0.9% | -9.5% | -8.9% |
| 3M | -13.1% | -6.2% | -7.0% | -12.3% |
| 6M | -8.8% | -5.6% | -3.2% | -8.3% |
| YTD | -1.2% | -7.8% | +6.6% | -0.4% |
| 1Y | +10.7% | -1.2% | +11.9% | +9.8% |
| 3Y | +39.3% | +106.5% | -67.2% | +16.9% |
| 5Y | +16.4% | +310.4% | -293.9% | -16.6% |
| 10Y | +302.5% | +987.5% | -685.1% | +121.8% |
| All | +1,084.3% | +1,406.3% | -322.1% | +327.6% |
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 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