+44.6%
DLR vs TKO
+291.2%
-246.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | -4.3% | -2.5% | -1.8% | -4.0% |
| 3M | +3.8% | -10.6% | +14.4% | +5.4% |
| 6M | +5.8% | -5.1% | +10.9% | +6.3% |
| YTD | +23.5% | -8.2% | +31.8% | +24.4% |
| 1Y | +11.1% | -4.4% | +15.5% | +11.0% |
| 3Y | +57.9% | +100.4% | -42.5% | +40.5% |
| All | +44.6% | +291.2% | -246.6% | +11.8% |
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