+111.0%
DRAM vs TKO
-4.5%
+115.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.2% | -5.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +15.1% | -2.6% | +17.7% | +14.4% |
| 3M | +2.1% | -7.8% | +9.8% | +2.8% |
| All | +111.0% | -4.5% | +115.4% | +124.7% |
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