-35.4%
RBLX vs ALC
-2.2%
-33.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +2.5% |
| 7D | +8.1% | -7.7% | +15.8% | +13.4% |
| 30D | +23.9% | -11.7% | +35.6% | +33.6% |
| 3M | +8.1% | +0.7% | +7.5% | +6.8% |
| 6M | -23.7% | -17.1% | -6.6% | -15.3% |
| YTD | -44.6% | -15.1% | -29.5% | -39.8% |
| 1Y | -66.2% | -14.1% | -52.1% | -64.1% |
| 3Y | +54.7% | -18.2% | +72.9% | +56.3% |
| 5Y | -48.9% | -19.2% | -29.8% | -48.0% |
| All | -35.4% | -2.2% | -33.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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