+184.8%
AAPL vs RBLX
-29.5%
+214.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.6% |
| 7D | +3.8% | +5.1% | -1.2% | +3.2% |
| 30D | +9.9% | +28.0% | -18.1% | +6.6% |
| 3M | +12.5% | +4.6% | +7.9% | +11.0% |
| 6M | +27.6% | -24.7% | +52.3% | +29.9% |
| YTD | +22.6% | -43.8% | +66.4% | +28.7% |
| 1Y | +45.0% | -65.8% | +110.8% | +61.3% |
| 3Y | +87.8% | +59.4% | +28.4% | +67.1% |
| 5Y | +128.7% | -48.2% | +176.9% | +110.1% |
| All | +184.8% | -29.5% | +214.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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