+2.7%
RKT vs TOST
-46.9%
+49.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | +17.7% | +9.4% | +8.2% | +14.6% |
| 30D | +31.6% | +13.5% | +18.2% | +26.8% |
| 3M | +13.9% | -0.1% | +14.1% | +13.9% |
| 6M | +2.8% | +22.5% | -19.7% | -4.3% |
| YTD | -22.2% | -2.4% | -19.8% | -23.3% |
| 1Y | -3.5% | -4.7% | +1.2% | -4.2% |
| 3Y | +95.3% | +103.2% | -8.0% | +42.2% |
| 5Y | -0.4% | -41.2% | +40.8% | -21.7% |
| All | +2.7% | -46.9% | +49.6% | -19.9% |
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