-34.5%
RBLX vs ALNY
+78.1%
-112.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +5.1% | -6.5% | +11.6% | +6.8% |
| 30D | +28.0% | +11.0% | +17.0% | +24.5% |
| 3M | +4.6% | -14.1% | +18.7% | +6.6% |
| 6M | -24.7% | -22.4% | -2.3% | -21.3% |
| YTD | -43.8% | -37.5% | -6.4% | -38.3% |
| 1Y | -65.8% | -46.9% | -18.9% | -60.7% |
| 3Y | +59.4% | +22.1% | +37.3% | +41.9% |
| 5Y | -48.2% | +31.2% | -79.4% | -58.4% |
| All | -34.5% | +78.1% | -112.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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