+214.2%
ARM vs RBLX
+84.1%
+130.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +19.8% | +7.9% | +11.9% | +17.4% |
| 30D | -21.8% | +3.9% | -25.6% | -22.7% |
| 3M | -26.5% | +44.7% | -71.2% | -34.5% |
| 6M | -3.9% | +23.8% | -27.7% | -12.8% |
| YTD | +82.8% | -36.5% | +119.3% | +97.8% |
| 1Y | +34.3% | -50.7% | +85.0% | +59.0% |
| 3Y | +282.2% | +33.8% | +248.4% | +187.2% |
| All | +214.2% | +84.1% | +130.1% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling