+354.9%
ROK vs ACGL
+270.1%
+84.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +1.0% |
| 30D | -1.8% | -2.2% | +0.4% | -1.0% |
| 3M | -7.2% | +6.3% | -13.5% | -10.0% |
| 6M | +14.2% | +0.5% | +13.6% | +13.0% |
| YTD | +10.6% | +0.2% | +10.4% | +9.1% |
| 1Y | +25.9% | +7.3% | +18.6% | +20.2% |
| 3Y | +50.8% | +30.8% | +19.9% | +26.5% |
| 5Y | +47.0% | +155.8% | -108.7% | -14.2% |
| 10Y | +354.9% | +276.3% | +78.6% | +104.7% |
| All | +354.9% | +270.1% | +84.8% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling