+619.5%
APP vs RBLX
+52.4%
+567.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -4.4% | +8.0% | -12.4% | -7.5% |
| 30D | -10.0% | +20.2% | -30.2% | -16.9% |
| 3M | -41.4% | +3.5% | -45.0% | -44.3% |
| 6M | -41.0% | -28.9% | -12.1% | -34.9% |
| YTD | -54.7% | -45.1% | -9.7% | -43.7% |
| 1Y | -45.3% | -66.2% | +20.9% | -18.7% |
| All | +619.5% | +52.4% | +567.0% | +506.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling