-37.7%
RBLX vs ALC
+3.6%
-41.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.7% |
| 7D | +12.4% | -2.1% | +14.5% | +13.8% |
| 30D | +19.7% | -0.1% | +19.8% | +19.5% |
| 3M | -0.1% | +5.9% | -6.0% | -4.2% |
| 6M | -35.7% | -15.9% | -19.8% | -29.0% |
| YTD | -46.6% | -10.1% | -36.4% | -43.9% |
| 1Y | -66.6% | -10.2% | -56.4% | -65.4% |
| 3Y | +52.3% | -13.6% | +65.8% | +49.0% |
| 5Y | -47.7% | -15.1% | -32.6% | -48.3% |
| All | -37.7% | +3.6% | -41.3% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling