-15.2%
DPZ vs TKO
-14.6%
-0.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | -7.0% | +1.6% | -8.6% | -6.9% |
| 3M | +11.6% | -7.8% | +19.4% | +11.5% |
| 6M | -15.2% | -13.3% | -1.9% | -15.9% |
| All | -15.2% | -14.6% | -0.6% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling