-35.9%
RBLX vs ACWI
+86.6%
-122.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.4% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +20.2% | -0.6% | +20.8% | +21.4% |
| 3M | +3.5% | +4.3% | -0.7% | -4.3% |
| 6M | -28.9% | +12.7% | -41.6% | -43.8% |
| YTD | -45.1% | +13.9% | -59.0% | -57.2% |
| 1Y | -66.2% | +20.5% | -86.7% | -76.4% |
| 3Y | +53.5% | +76.5% | -23.1% | -52.3% |
| 5Y | -48.4% | +67.5% | -116.0% | -80.1% |
| All | -35.9% | +86.6% | -122.6% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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