-44.4%
TOST vs ROK
+40.3%
-84.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -2.1% |
| 7D | +4.0% | -11.5% | +15.6% | +11.4% |
| 30D | +11.1% | -10.0% | +21.0% | +17.2% |
| 3M | +0.8% | -11.4% | +12.3% | +7.0% |
| 6M | +38.8% | -13.7% | +52.5% | +47.3% |
| YTD | -2.1% | +1.0% | -3.1% | -10.2% |
| 1Y | -6.0% | +5.6% | -11.7% | -16.9% |
| 3Y | +149.8% | +59.1% | +90.7% | +44.6% |
| 5Y | -42.8% | +26.1% | -68.9% | -56.4% |
| All | -44.4% | +40.3% | -84.7% | -63.4% |
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