-0.8%
TOST vs DRI
+34.0%
-34.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +4.1% |
| 7D | +10.7% | +6.5% | +4.3% | +8.9% |
| 30D | +17.7% | +16.4% | +1.3% | +13.6% |
| 3M | +4.6% | +13.6% | -9.0% | +1.4% |
| 6M | +20.3% | +22.0% | -1.7% | +14.6% |
| YTD | -0.4% | +29.3% | -29.7% | -10.1% |
| 1Y | -0.8% | +32.0% | -32.8% | -11.4% |
| All | -0.8% | +34.0% | -34.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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