-48.9%
RBLX vs ALM
+856.4%
-905.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +1.6% |
| 7D | +8.1% | -7.1% | +15.2% | +8.7% |
| 30D | +23.9% | +24.7% | -0.8% | +21.3% |
| 3M | +8.1% | +8.3% | -0.2% | +6.6% |
| 6M | -23.7% | -22.2% | -1.5% | -23.5% |
| YTD | -44.6% | +88.1% | -132.7% | -48.3% |
| 1Y | -66.2% | +272.4% | -338.6% | -70.1% |
| 3Y | +54.7% | +2,004.1% | -1,949.4% | +19.8% |
| 5Y | -48.9% | +915.8% | -964.7% | -59.4% |
| All | -48.9% | +856.4% | -905.4% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling