+50.4%
RBLX vs ALLE
+50.9%
-0.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +12.4% | -0.2% | +12.6% | +12.5% |
| 30D | +19.7% | -6.8% | +26.5% | +22.4% |
| 3M | -0.1% | +21.0% | -21.1% | -6.9% |
| 6M | -35.7% | +1.1% | -36.8% | -36.5% |
| YTD | -46.6% | -0.5% | -46.0% | -47.3% |
| 1Y | -66.6% | -7.3% | -59.4% | -66.3% |
| All | +50.4% | +50.9% | -0.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling