-6.6%
RKT vs ACGL
+176.7%
-183.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | -7.5% | -1.2% | -6.3% | -7.3% |
| 30D | +26.6% | +12.8% | +13.8% | +24.6% |
| 3M | -2.4% | +12.3% | -14.7% | -3.9% |
| 6M | -7.4% | +15.8% | -23.2% | -9.2% |
| YTD | -29.2% | +13.9% | -43.1% | -30.6% |
| 1Y | -23.5% | +19.0% | -42.6% | -25.5% |
| 3Y | +73.9% | +33.7% | +40.3% | +65.8% |
| 5Y | -6.6% | +173.4% | -180.0% | -39.4% |
| All | -6.6% | +176.7% | -183.3% | -39.4% |
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