+46.4%
DRAM vs TOST
+33.9%
+12.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.0% |
| 7D | -14.7% | +3.0% | -17.6% | -13.8% |
| 30D | -28.9% | +10.3% | -39.2% | -26.6% |
| 3M | -18.1% | -3.3% | -14.8% | -18.4% |
| 6M | -23.0% | +37.8% | -60.8% | -14.4% |
| All | +46.4% | +33.9% | +12.5% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling