-0.8%
TOST vs RBRK
+62.9%
-63.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +10.7% | -12.5% | +23.2% | +14.2% |
| 30D | +17.7% | -3.0% | +20.8% | +17.9% |
| 3M | +4.6% | +46.9% | -42.3% | -8.4% |
| 6M | +20.3% | +105.4% | -85.1% | -6.4% |
| YTD | -0.4% | +55.6% | -56.0% | -21.9% |
| 1Y | -0.8% | +63.9% | -64.7% | -22.6% |
| All | -0.8% | +62.9% | -63.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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