+3,301.8%
DRI vs TKO
+1,439.7%
+1,862.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.7% |
| 7D | -1.2% | +7.2% | -8.4% | -2.5% |
| 30D | -0.4% | +4.7% | -5.1% | -1.3% |
| 3M | +9.5% | -3.2% | +12.7% | +9.9% |
| 6M | +6.5% | -2.9% | +9.3% | +6.6% |
| YTD | +18.4% | -5.8% | +24.2% | +18.9% |
| 1Y | +4.2% | -1.1% | +5.3% | +3.6% |
| 3Y | +57.1% | +111.1% | -54.0% | +33.8% |
| 5Y | +70.4% | +315.6% | -245.1% | +26.5% |
| 10Y | +354.0% | +978.5% | -624.4% | +173.8% |
| All | +3,301.8% | +1,439.7% | +1,862.1% | +1,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling