-22.2%
RKT vs ACGL
+237.3%
-259.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +2.1% | -0.7% | +2.9% | +2.3% |
| 30D | +1.4% | -1.0% | +2.4% | +1.6% |
| 3M | +6.3% | +11.0% | -4.8% | +3.8% |
| 6M | -15.5% | -0.3% | -15.1% | -15.5% |
| YTD | -27.4% | +2.3% | -29.6% | -28.1% |
| 1Y | -26.6% | +6.4% | -33.0% | -28.0% |
| 3Y | +41.2% | +34.0% | +7.3% | +26.6% |
| 5Y | -6.4% | +161.6% | -168.1% | -40.9% |
| All | -22.2% | +237.3% | -259.5% | -55.8% |
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