-24.3%
RBLX vs ALLE
+80.4%
-104.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.3% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | +6.1% | +27.4% | -21.2% | -8.3% |
| 3M | +45.3% | +13.8% | +31.4% | +33.8% |
| 6M | +27.4% | +45.5% | -18.1% | -0.2% |
| YTD | -35.1% | +21.4% | -56.5% | -43.8% |
| 1Y | -49.7% | +15.4% | -65.1% | -55.1% |
| 3Y | +36.9% | +91.7% | -54.8% | -21.7% |
| 5Y | -46.4% | +54.5% | -100.9% | -66.7% |
| All | -24.3% | +80.4% | -104.7% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling