+33.3%
DRAM vs TOST
+36.4%
-3.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.6% | -17.4% | -18.1% |
| 7D | -28.5% | +11.6% | -40.1% | -25.9% |
| 30D | -37.8% | +16.2% | -54.1% | -34.7% |
| 3M | -31.1% | +1.0% | -32.2% | -30.5% |
| 6M | -20.0% | +23.2% | -43.2% | -15.3% |
| All | +33.3% | +36.4% | -3.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling