+38.1%
TOST vs RBRK
+130.3%
-92.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -5.9% | -3.5% | -2.4% | -4.9% |
| 30D | -8.4% | -8.3% | -0.2% | -7.1% |
| 3M | +31.4% | +24.7% | +6.8% | +20.7% |
| 6M | +10.5% | +58.9% | -48.4% | -6.5% |
| YTD | -10.1% | +16.3% | -26.3% | -17.5% |
| 1Y | -19.9% | +10.1% | -30.1% | -26.5% |
| All | +38.1% | +130.3% | -92.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling