-49.3%
RBLX vs ADM
+66.6%
-115.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | +8.0% | +1.4% | +6.7% | +8.0% |
| 30D | +20.2% | +8.2% | +12.0% | +20.0% |
| 3M | +3.5% | +8.7% | -5.2% | +3.4% |
| 6M | -28.9% | +29.1% | -58.0% | -29.5% |
| YTD | -45.1% | +53.7% | -98.7% | -46.1% |
| 1Y | -66.2% | +43.2% | -109.5% | -66.7% |
| 3Y | +53.5% | +21.4% | +32.1% | +52.4% |
| All | -49.3% | +66.6% | -115.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling