+142.7%
TOST vs ROK
+64.0%
+78.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -4.7% | +6.1% | -10.7% | -7.0% |
| 30D | +8.5% | -6.5% | +15.0% | +10.6% |
| 3M | -1.6% | -10.2% | +8.6% | +1.9% |
| 6M | +44.1% | -10.6% | +54.7% | +47.8% |
| YTD | -5.6% | +4.9% | -10.5% | -12.6% |
| 1Y | -12.6% | +3.8% | -16.4% | -18.6% |
| All | +142.7% | +64.0% | +78.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling