-35.4%
RBLX vs ARMK
+99.7%
-135.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +8.1% | -0.9% | +9.0% | +8.6% |
| 30D | +23.9% | -5.9% | +29.9% | +27.3% |
| 3M | +8.1% | +6.7% | +1.4% | +4.0% |
| 6M | -23.7% | +42.5% | -66.3% | -36.9% |
| YTD | -44.6% | +55.1% | -99.7% | -56.2% |
| 1Y | -66.2% | +50.3% | -116.5% | -73.0% |
| 3Y | +54.7% | +122.2% | -67.5% | -6.9% |
| 5Y | -48.9% | +155.2% | -204.1% | -71.5% |
| All | -35.4% | +99.7% | -135.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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