+180.0%
AAPL vs RBLX
-30.4%
+210.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | -0.5% | +8.1% | -8.6% | -1.5% |
| 30D | +7.1% | +23.9% | -16.8% | +4.2% |
| 3M | +12.1% | +8.1% | +4.0% | +10.1% |
| 6M | +25.4% | -23.7% | +49.1% | +27.4% |
| YTD | +20.5% | -44.6% | +65.1% | +26.7% |
| 1Y | +44.5% | -66.2% | +110.7% | +61.1% |
| 3Y | +85.8% | +54.7% | +31.1% | +65.9% |
| 5Y | +124.8% | -48.9% | +173.7% | +106.8% |
| All | +180.0% | -30.4% | +210.4% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling