-28.2%
RBLX vs ALM
+270.9%
-299.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.7% | -3.6% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +5.0% | -19.3% | +24.3% | +6.9% |
| 3M | +31.5% | -40.6% | +72.2% | +36.9% |
| 6M | +18.9% | -57.9% | +76.9% | +26.4% |
| YTD | -38.4% | -6.7% | -31.7% | -39.5% |
| 1Y | -50.7% | +20.2% | -70.9% | -52.8% |
| 3Y | +28.8% | +879.4% | -850.6% | +1.5% |
| 5Y | -53.6% | +415.3% | -468.9% | -62.3% |
| All | -28.2% | +270.9% | -299.1% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling