-52.6%
RBLX vs ALM
+44.8%
-97.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.4% |
| 7D | -7.5% | -6.4% | -1.1% | -6.6% |
| 30D | +10.6% | -35.0% | +45.6% | +15.8% |
| 3M | +33.3% | -33.8% | +67.1% | +38.0% |
| 6M | +3.7% | -55.0% | +58.7% | +10.3% |
| YTD | -39.1% | -0.2% | -38.9% | -42.7% |
| 1Y | -52.6% | +41.8% | -94.4% | -59.8% |
| All | -52.6% | +44.8% | -97.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling