+115.0%
DRAM vs TKO
-6.3%
+121.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.3% |
| 7D | +6.9% | +0.7% | +6.2% | +7.0% |
| 30D | +11.1% | +1.6% | +9.5% | +11.3% |
| 3M | -9.1% | -7.8% | -1.4% | -8.7% |
| All | +115.0% | -6.3% | +121.3% | +128.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling