-46.3%
RBLX vs ALLE
+17.0%
-63.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | +10.2% | +2.8% | +7.4% | +8.2% |
| 30D | +18.6% | -7.6% | +26.2% | +24.9% |
| 3M | +6.0% | +22.8% | -16.8% | -9.4% |
| 6M | -29.5% | +4.6% | -34.1% | -32.7% |
| YTD | -44.7% | -1.2% | -43.5% | -45.8% |
| 1Y | -65.1% | -9.1% | -56.0% | -63.7% |
| 3Y | +54.5% | +50.0% | +4.5% | -3.0% |
| 5Y | -46.3% | +15.2% | -61.6% | -57.8% |
| All | -46.3% | +17.0% | -63.3% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling