+62.5%
DRAM vs TKO
-2.1%
+64.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | -4.5% |
| 7D | -16.6% | +11.3% | -27.9% | -14.6% |
| 30D | -26.9% | +9.3% | -36.1% | -25.3% |
| 3M | -17.8% | +5.3% | -23.1% | -16.5% |
| 6M | +6.2% | +4.9% | +1.4% | +7.5% |
| All | +62.5% | -2.1% | +64.6% | +75.2% |
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 · 6 months rolling