+140.3%
RBRK vs ACGL
+8.7%
+131.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -3.6% | +0.1% | -3.2% |
| 30D | -8.3% | -2.1% | -6.2% | -8.1% |
| 3M | +24.7% | +5.4% | +19.3% | +23.7% |
| 6M | +58.9% | 0.0% | +58.9% | +58.9% |
| YTD | +16.3% | +0.3% | +16.0% | +15.7% |
| 1Y | +10.1% | +6.2% | +4.0% | +8.0% |
| All | +140.3% | +8.7% | +131.6% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling