+887.9%
APP vs RBLX
+31.2%
+856.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.9% | +5.1% |
| 7D | +4.6% | +1.2% | +3.3% | +4.0% |
| 30D | +56.0% | +5.0% | +51.0% | +52.4% |
| 3M | +30.8% | +31.5% | -0.7% | +14.8% |
| 6M | -9.8% | +18.9% | -28.7% | -20.9% |
| YTD | -39.3% | -38.4% | -0.9% | -28.5% |
| 1Y | -26.4% | -50.7% | +24.3% | -5.1% |
| 3Y | +887.9% | +28.8% | +859.1% | +808.4% |
| All | +887.9% | +31.2% | +856.8% | +808.4% |
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 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