+61.7%
ROK vs ACGL
+33.3%
+28.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.1% | -1.2% | +7.3% | +6.1% |
| 30D | -6.5% | +12.8% | -19.3% | -7.0% |
| 3M | -10.2% | +12.3% | -22.5% | -10.7% |
| 6M | -10.6% | +15.8% | -26.5% | -11.4% |
| YTD | +4.9% | +13.9% | -9.0% | +4.1% |
| 1Y | +3.8% | +19.0% | -15.2% | +2.5% |
| All | +61.7% | +33.3% | +28.3% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling