+63.9%
RBRK vs ACGL
+28.7%
+35.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +2.9% |
| 7D | -12.5% | +8.0% | -20.5% | -10.6% |
| 30D | -3.0% | +17.3% | -20.3% | +0.6% |
| 3M | +46.9% | +11.2% | +35.7% | +50.5% |
| 6M | +105.4% | +18.2% | +87.2% | +116.3% |
| YTD | +55.6% | +15.4% | +40.2% | +60.6% |
| 1Y | +63.9% | +26.5% | +37.4% | +83.4% |
| All | +63.9% | +28.7% | +35.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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