+54.5%
RBLX vs ARMK
+125.3%
-70.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +10.2% | +1.7% | +8.5% | +9.7% |
| 30D | +18.6% | +3.1% | +15.5% | +17.3% |
| 3M | +6.0% | +9.2% | -3.3% | +3.1% |
| 6M | -29.5% | +43.7% | -73.1% | -36.7% |
| YTD | -44.7% | +57.4% | -102.1% | -51.5% |
| 1Y | -65.1% | +51.9% | -117.0% | -69.2% |
| 3Y | +54.5% | +125.4% | -70.9% | +22.2% |
| All | +54.5% | +125.3% | -70.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling