+5,674.9%
ROK vs ACGL
+4,853.1%
+821.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.4% |
| 7D | -13.8% | +0.9% | -14.7% | -14.1% |
| 30D | -14.9% | +13.7% | -28.7% | -18.6% |
| 3M | -14.7% | +8.0% | -22.7% | -17.0% |
| 6M | -17.7% | +13.3% | -31.0% | -21.6% |
| YTD | -2.5% | +11.8% | -14.3% | -7.0% |
| 1Y | +2.3% | +22.2% | -20.0% | -5.4% |
| 3Y | +52.7% | +32.5% | +20.3% | +34.7% |
| 5Y | +20.5% | +160.2% | -139.7% | -16.3% |
| 10Y | +284.0% | +338.5% | -54.5% | +121.2% |
| All | +5,674.9% | +4,853.1% | +821.9% | +2,058.5% |
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