-11.9%
DRAM vs TKO
+5.9%
-17.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.4% |
| 7D | -0.6% | +3.1% | -3.7% | -0.9% |
| 30D | -18.0% | +15.0% | -33.1% | -15.6% |
| 3M | -11.9% | +2.9% | -14.7% | -10.2% |
| All | -11.9% | +5.9% | -17.8% | -10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling