-48.4%
RBLX vs ALC
-17.4%
-31.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +8.0% | -5.3% | +13.3% | +11.6% |
| 30D | +20.2% | -7.1% | +27.2% | +25.5% |
| 3M | +3.5% | +0.8% | +2.8% | +2.3% |
| 6M | -28.9% | -16.0% | -13.0% | -21.6% |
| YTD | -45.1% | -12.7% | -32.3% | -41.3% |
| 1Y | -66.2% | -12.8% | -53.4% | -64.3% |
| 3Y | +53.5% | -15.8% | +69.3% | +51.6% |
| 5Y | -48.4% | -16.7% | -31.8% | -45.8% |
| All | -48.4% | -17.4% | -31.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling