+382.3%
APP vs RBLX
-40.6%
+422.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.7% |
| 7D | +0.3% | +8.1% | -7.8% | -3.3% |
| 30D | -1.3% | +23.9% | -25.2% | -10.8% |
| 3M | -36.2% | +8.1% | -44.4% | -40.8% |
| 6M | -34.1% | -23.7% | -10.4% | -29.9% |
| YTD | -53.3% | -44.6% | -8.7% | -41.8% |
| 1Y | -44.5% | -66.2% | +21.7% | -14.9% |
| 3Y | +646.7% | +54.7% | +591.9% | +438.6% |
| 5Y | +306.4% | -48.9% | +355.4% | +272.3% |
| All | +382.3% | -40.6% | +422.9% | +322.4% |
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