-35.4%
RBLX vs ADM
+74.6%
-110.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +8.1% | +3.0% | +5.1% | +8.1% |
| 30D | +23.9% | +8.7% | +15.2% | +23.9% |
| 3M | +8.1% | +7.6% | +0.5% | +8.2% |
| 6M | -23.7% | +26.9% | -50.6% | -24.1% |
| YTD | -44.6% | +54.3% | -98.9% | -45.4% |
| 1Y | -66.2% | +45.7% | -111.9% | -66.6% |
| 3Y | +54.7% | +21.9% | +32.8% | +53.7% |
| 5Y | -48.9% | +67.2% | -116.1% | -42.8% |
| All | -35.4% | +74.6% | -110.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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