-0.8%
RKT vs TOST
-36.3%
+35.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | +4.6% | +3.0% | +1.7% | +3.8% |
| 30D | +25.9% | +10.3% | +15.6% | +22.3% |
| 3M | +5.0% | -3.3% | +8.3% | +6.0% |
| 6M | -7.9% | +37.8% | -45.7% | -16.7% |
| YTD | -25.4% | -2.8% | -22.6% | -26.4% |
| 1Y | -15.4% | -9.6% | -5.8% | -14.7% |
| 3Y | +83.3% | +144.6% | -61.3% | +23.8% |
| 5Y | -0.8% | -31.0% | +30.2% | -23.2% |
| All | -0.8% | -36.3% | +35.5% | -23.2% |
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