-20.0%
RKT vs ACI
+32.7%
-52.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.0% | -5.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +25.9% | +9.5% | +16.3% | +23.7% |
| 3M | +5.0% | +10.1% | -5.1% | +3.1% |
| 6M | -7.9% | -15.4% | +7.5% | -6.0% |
| YTD | -25.4% | -19.5% | -5.8% | -23.4% |
| 1Y | -15.4% | -21.0% | +5.6% | -12.8% |
| 3Y | +83.3% | -31.2% | +114.5% | +93.2% |
| 5Y | -0.8% | -40.6% | +39.8% | +5.6% |
| All | -20.0% | +32.7% | -52.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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