-35.9%
RBLX vs ALK
-39.2%
+3.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | +8.0% | -3.0% | +11.0% | +9.2% |
| 30D | +20.2% | -14.6% | +34.8% | +27.2% |
| 3M | +3.5% | -10.6% | +14.1% | +6.6% |
| 6M | -28.9% | -6.7% | -22.2% | -29.4% |
| YTD | -45.1% | -19.8% | -25.3% | -41.9% |
| 1Y | -66.2% | -35.2% | -31.0% | -61.4% |
| 3Y | +53.5% | +1.4% | +52.1% | +29.9% |
| 5Y | -48.4% | -30.7% | -17.8% | -49.9% |
| All | -35.9% | -39.2% | +3.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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