-46.7%
TOST vs ROK
+54.6%
-101.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.2% |
| 7D | -0.9% | +2.8% | -3.7% | -2.8% |
| 30D | -3.5% | -2.4% | -1.1% | -2.1% |
| 3M | +38.1% | -4.7% | +42.8% | +40.4% |
| 6M | +9.9% | +16.8% | -6.8% | -6.4% |
| YTD | -6.3% | +11.4% | -17.6% | -17.9% |
| 1Y | -18.3% | +26.2% | -44.5% | -35.5% |
| 3Y | +59.7% | +51.9% | +7.9% | +2.0% |
| All | -46.7% | +54.6% | -101.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling