-16.7%
RKT vs ACGL
+268.8%
-285.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.3% |
| 7D | +17.7% | +0.9% | +16.8% | +17.5% |
| 30D | +31.6% | +13.7% | +17.9% | +28.2% |
| 3M | +13.9% | +8.0% | +5.9% | +12.1% |
| 6M | +2.8% | +13.3% | -10.5% | 0.0% |
| YTD | -22.2% | +11.8% | -34.1% | -24.4% |
| 1Y | -3.5% | +22.2% | -25.8% | -8.1% |
| 3Y | +95.3% | +32.5% | +62.8% | +78.8% |
| 5Y | -0.4% | +160.2% | -160.6% | -35.3% |
| All | -16.7% | +268.8% | -285.5% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling