+1.1%
RKT vs TOST
-46.1%
+47.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +24.3% | +11.6% | +12.7% | +20.4% |
| 30D | +27.9% | +16.2% | +11.6% | +22.3% |
| 3M | +6.9% | +1.0% | +5.9% | +6.5% |
| 6M | +5.2% | +23.2% | -18.0% | -2.3% |
| YTD | -23.5% | -1.0% | -22.5% | -24.9% |
| 1Y | -9.1% | -9.9% | +0.8% | -8.2% |
| 3Y | +81.5% | +101.0% | -19.6% | +32.7% |
| 5Y | -2.0% | -40.4% | +38.4% | -23.3% |
| All | +1.1% | -46.1% | +47.2% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling