-37.7%
RBLX vs ACGL
+180.3%
-218.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.5% |
| 7D | +12.4% | -0.7% | +13.2% | +12.4% |
| 30D | +19.7% | -1.0% | +20.7% | +19.7% |
| 3M | -0.1% | +11.0% | -11.1% | -0.8% |
| 6M | -35.7% | -0.3% | -35.4% | -35.7% |
| YTD | -46.6% | +2.3% | -48.8% | -46.8% |
| 1Y | -66.6% | +6.4% | -73.0% | -67.0% |
| 3Y | +52.3% | +34.0% | +18.3% | +41.8% |
| 5Y | -47.7% | +161.6% | -209.4% | -55.9% |
| All | -37.7% | +180.3% | -218.0% | -46.6% |
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