+316.4%
ARM vs RBLX
+62.9%
+253.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | +5.0% | +5.1% | 0.0% | +3.6% |
| 30D | -2.6% | +28.0% | -30.6% | -9.4% |
| 3M | -22.6% | +4.6% | -27.2% | -25.8% |
| 6M | +120.5% | -24.7% | +145.1% | +130.6% |
| YTD | +142.2% | -43.8% | +186.1% | +173.5% |
| 1Y | +71.2% | -65.8% | +136.9% | +128.0% |
| All | +316.4% | +62.9% | +253.5% | +176.4% |
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