-34.5%
RBLX vs ALLE
+44.2%
-78.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | +5.1% | -2.4% | +7.5% | +6.6% |
| 30D | +28.0% | -7.7% | +35.7% | +34.2% |
| 3M | +4.6% | +15.2% | -10.5% | -5.4% |
| 6M | -24.7% | +5.4% | -30.1% | -28.2% |
| YTD | -43.8% | -2.9% | -40.9% | -44.3% |
| 1Y | -65.8% | -12.8% | -53.0% | -63.6% |
| 3Y | +59.4% | +47.2% | +12.2% | +8.2% |
| 5Y | -48.2% | +13.5% | -61.7% | -64.4% |
| All | -34.5% | +44.2% | -78.8% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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