+95.2%
RDDT vs TOST
+45.1%
+50.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -3.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -33.7% | +16.2% | -49.9% | -39.5% |
| 3M | -37.7% | -1.5% | -36.2% | -37.5% |
| 6M | -36.1% | +55.3% | -91.4% | -50.8% |
| YTD | -57.2% | -2.3% | -54.8% | -57.6% |
| 1Y | -48.0% | -5.5% | -42.5% | -47.8% |
| All | +95.2% | +45.1% | +50.1% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling