-1.5%
RKT vs TOST
-47.7%
+46.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -3.8% | -3.6% | -0.2% | -2.7% |
| 30D | +32.8% | +8.9% | +24.0% | +29.7% |
| 3M | +0.8% | -2.2% | +3.1% | +1.5% |
| 6M | -2.6% | +41.0% | -43.6% | -12.2% |
| YTD | -25.4% | -4.0% | -21.4% | -26.1% |
| 1Y | -19.1% | -9.6% | -9.5% | -18.4% |
| 3Y | +83.2% | +141.7% | -58.5% | +27.0% |
| 5Y | +0.8% | -29.5% | +30.3% | -21.9% |
| All | -1.5% | -47.7% | +46.2% | -22.8% |
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