-14.9%
DRAM vs TKO
+5.4%
-20.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -3.1% |
| 7D | +18.0% | +2.6% | +15.4% | +18.6% |
| 30D | -17.4% | +11.6% | -29.0% | -14.6% |
| 3M | -20.3% | -0.1% | -20.2% | -20.3% |
| 6M | -14.9% | +6.7% | -21.6% | -9.3% |
| All | -14.9% | +5.4% | -20.3% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling