+3,617.4%
DLR vs TKO
+3,623.2%
-5.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.4% |
| 7D | +3.4% | +7.2% | -3.8% | +2.0% |
| 30D | -2.2% | +4.7% | -6.9% | -3.2% |
| 3M | +4.7% | -3.2% | +8.0% | +5.1% |
| 6M | +9.0% | -2.9% | +11.9% | +9.1% |
| YTD | +24.1% | -5.8% | +29.9% | +24.6% |
| 1Y | +20.9% | -1.1% | +22.0% | +19.9% |
| 3Y | +60.0% | +111.1% | -51.1% | +33.9% |
| 5Y | +35.3% | +315.6% | -280.3% | -3.4% |
| 10Y | +165.8% | +978.5% | -812.7% | +37.6% |
| All | +3,617.4% | +3,623.2% | -5.8% | +899.6% |
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