-7.2%
RKT vs ACI
-44.9%
+37.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.6% |
| 30D | +0.7% | +1.1% | -0.4% | +0.4% |
| 3M | +11.8% | -23.6% | +35.5% | +18.0% |
| 6M | -7.6% | -29.9% | +22.3% | -0.9% |
| YTD | -28.7% | -26.9% | -1.8% | -24.7% |
| 1Y | -32.6% | -34.2% | +1.7% | -26.7% |
| 3Y | +42.1% | -43.6% | +85.7% | +59.9% |
| 5Y | -7.2% | -42.4% | +35.2% | -0.5% |
| All | -7.2% | -44.9% | +37.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling