-37.7%
RBLX vs ALK
-36.6%
-1.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +12.4% | -0.7% | +13.1% | +12.6% |
| 30D | +19.7% | -19.2% | +38.9% | +29.5% |
| 3M | -0.1% | -1.5% | +1.4% | -1.0% |
| 6M | -35.7% | -13.1% | -22.7% | -34.2% |
| YTD | -46.6% | -16.4% | -30.1% | -44.3% |
| 1Y | -66.6% | -33.1% | -33.6% | -62.3% |
| 3Y | +52.3% | +0.6% | +51.7% | +30.6% |
| 5Y | -47.7% | -26.4% | -21.3% | -50.2% |
| All | -37.7% | -36.6% | -1.0% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling