-16.0%
RKT vs ACGL
+271.7%
-287.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +10.3% | -1.1% | +11.4% | +10.6% |
| 30D | +32.3% | +13.1% | +19.2% | +29.0% |
| 3M | +10.7% | +9.8% | +0.9% | +8.6% |
| 6M | -3.2% | +15.3% | -18.5% | -6.2% |
| YTD | -21.5% | +12.7% | -34.3% | -23.8% |
| 1Y | -6.0% | +20.7% | -26.7% | -10.2% |
| 3Y | +104.2% | +34.3% | +69.9% | +86.4% |
| 5Y | +2.5% | +170.6% | -168.1% | -34.5% |
| All | -16.0% | +271.7% | -287.7% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling