+391.7%
APP vs RBLX
-42.6%
+434.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.3% |
| 7D | +0.9% | +12.4% | -11.5% | -4.6% |
| 30D | -23.3% | +19.7% | -42.9% | -29.4% |
| 3M | -42.6% | -0.1% | -42.5% | -44.8% |
| 6M | -33.6% | -35.7% | +2.1% | -23.3% |
| YTD | -52.4% | -46.6% | -5.9% | -39.7% |
| 1Y | -35.9% | -66.6% | +30.7% | -1.0% |
| 3Y | +642.2% | +52.3% | +589.9% | +439.2% |
| 5Y | +311.1% | -47.7% | +358.8% | +279.7% |
| All | +391.7% | -42.6% | +434.3% | +337.9% |
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