+527.5%
APP vs RBLX
-33.9%
+561.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.9% | +5.2% |
| 7D | +4.6% | +1.2% | +3.3% | +4.0% |
| 30D | +56.0% | +5.0% | +51.0% | +52.0% |
| 3M | +30.8% | +31.5% | -0.7% | +13.5% |
| 6M | -9.8% | +18.9% | -28.7% | -21.6% |
| YTD | -39.3% | -38.4% | -0.9% | -28.9% |
| 1Y | -26.4% | -50.7% | +24.3% | -4.8% |
| 3Y | +887.9% | +28.8% | +859.1% | +675.1% |
| 5Y | +264.1% | -53.6% | +317.7% | +224.1% |
| All | +527.5% | -33.9% | +561.3% | +416.0% |
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