-23.5%
RKT vs TOST
-11.6%
-11.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.4% | -4.5% |
| 7D | -7.5% | -4.7% | -2.8% | -6.0% |
| 30D | +26.6% | +8.5% | +18.1% | +23.8% |
| 3M | -2.4% | -1.6% | -0.8% | -2.3% |
| 6M | -7.4% | +44.1% | -51.5% | -14.4% |
| YTD | -29.2% | -5.6% | -23.6% | -33.9% |
| 1Y | -23.5% | -12.6% | -11.0% | -25.4% |
| All | -23.5% | -11.6% | -11.9% | -25.4% |
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