-46.4%
RBLX vs ALK
-28.7%
-17.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +6.7% | +2.6% | +4.1% | +5.6% |
| 30D | +6.1% | +7.8% | -1.7% | +2.7% |
| 3M | +45.3% | -15.2% | +60.5% | +54.4% |
| 6M | +27.4% | +5.0% | +22.3% | +21.4% |
| YTD | -35.1% | -18.4% | -16.6% | -31.9% |
| 1Y | -49.7% | -2.4% | -47.3% | -51.7% |
| 3Y | +36.9% | +19.8% | +17.2% | -1.7% |
| 5Y | -46.4% | -27.8% | -18.6% | -47.0% |
| All | -46.4% | -28.7% | -17.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling