-26.0%
RBLX vs ACGL
+212.2%
-238.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +7.9% | -1.2% | +9.1% | +8.0% |
| 30D | +3.9% | +12.8% | -8.9% | +3.0% |
| 3M | +44.7% | +12.3% | +32.4% | +43.5% |
| 6M | +23.8% | +15.8% | +8.0% | +22.5% |
| YTD | -36.5% | +13.9% | -50.4% | -37.3% |
| 1Y | -50.7% | +19.0% | -69.7% | -51.6% |
| 3Y | +33.8% | +33.7% | +0.2% | +27.3% |
| 5Y | -52.2% | +173.4% | -225.6% | -60.3% |
| All | -26.0% | +212.2% | -238.2% | -37.1% |
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