-35.9%
RBLX vs AKAM
+12.3%
-48.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.5% | -1.8% |
| 7D | +8.0% | +5.4% | +2.6% | +6.7% |
| 30D | +20.2% | -5.9% | +26.0% | +21.6% |
| 3M | +3.5% | -19.6% | +23.2% | +8.3% |
| 6M | -28.9% | +8.5% | -37.4% | -34.8% |
| YTD | -45.1% | +26.9% | -72.0% | -53.5% |
| 1Y | -66.2% | +41.7% | -107.9% | -73.0% |
| 3Y | +53.5% | +5.8% | +47.7% | +31.6% |
| 5Y | -48.4% | -2.3% | -46.1% | -50.3% |
| All | -35.9% | +12.3% | -48.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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