-34.5%
RBLX vs ACGL
+174.6%
-209.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.1% | -2.0% | +7.1% | +5.2% |
| 30D | +28.0% | -1.2% | +29.3% | +28.1% |
| 3M | +4.6% | +5.4% | -0.8% | +4.2% |
| 6M | -24.7% | +1.4% | -26.0% | -24.8% |
| YTD | -43.8% | +0.2% | -44.0% | -44.0% |
| 1Y | -65.8% | +4.1% | -69.9% | -66.1% |
| 3Y | +59.4% | +28.2% | +31.1% | +49.4% |
| 5Y | -48.2% | +159.5% | -207.7% | -56.2% |
| All | -34.5% | +174.6% | -209.1% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling