-35.5%
RBLX vs ALM
+762.7%
-798.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +2.7% |
| 7D | +10.2% | +8.4% | +1.8% | +9.4% |
| 30D | +18.6% | +34.8% | -16.2% | +15.2% |
| 3M | +6.0% | +16.2% | -10.3% | +3.7% |
| 6M | -29.5% | +2.1% | -31.6% | -31.0% |
| YTD | -44.7% | +117.0% | -161.7% | -49.4% |
| 1Y | -65.1% | +313.9% | -379.0% | -69.8% |
| 3Y | +54.5% | +2,327.9% | -2,273.4% | +11.8% |
| 5Y | -46.3% | +1,040.6% | -1,087.0% | -58.9% |
| All | -35.5% | +762.7% | -798.2% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling