-25.3%
ACN vs RBLX
-31.0%
+5.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.3% | +8.0% | -14.4% | -7.1% |
| 30D | -1.4% | +20.2% | -21.5% | -3.2% |
| 3M | +2.6% | +3.5% | -1.0% | +1.0% |
| 6M | -14.3% | -28.9% | +14.6% | -12.6% |
| YTD | -33.1% | -45.1% | +11.9% | -30.4% |
| 1Y | -28.8% | -66.2% | +37.4% | -22.3% |
| 3Y | -43.0% | +53.5% | -96.4% | -48.1% |
| 5Y | -44.0% | -48.4% | +4.4% | -48.1% |
| All | -25.3% | -31.0% | +5.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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