+65.4%
DRI vs TKO
+291.2%
-225.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -3.2% | +2.3% | -5.5% | -3.7% |
| 30D | -7.8% | -2.5% | -5.3% | -7.5% |
| 3M | +0.4% | -10.6% | +11.0% | +2.2% |
| 6M | +4.8% | -5.1% | +9.9% | +5.3% |
| YTD | +16.7% | -8.2% | +25.0% | +17.8% |
| 1Y | +1.5% | -4.4% | +5.9% | +1.5% |
| 3Y | +56.3% | +100.4% | -44.1% | +35.1% |
| All | +65.4% | +291.2% | -225.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling