+212.8%
RDDT vs TKO
+123.3%
+89.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +2.1% | +2.3% | -0.2% | +0.3% |
| 30D | +2.8% | -2.5% | +5.3% | +4.4% |
| 3M | -8.9% | -10.6% | +1.7% | -2.1% |
| 6M | +15.1% | -5.1% | +20.1% | +18.1% |
| YTD | -31.4% | -8.2% | -23.1% | -28.3% |
| 1Y | -39.4% | -4.4% | -35.0% | -39.0% |
| All | +212.8% | +123.3% | +89.5% | +88.0% |
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