+247.4%
ASML vs RBLX
-31.0%
+278.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +2.8% | +8.0% | -5.2% | +1.4% |
| 30D | -0.2% | +20.2% | -20.4% | -3.7% |
| 3M | -2.6% | +3.5% | -6.1% | -5.0% |
| 6M | +27.9% | -28.9% | +56.8% | +32.5% |
| YTD | +62.4% | -45.1% | +107.5% | +75.6% |
| 1Y | +116.2% | -66.2% | +182.4% | +155.9% |
| 3Y | +182.4% | +53.5% | +128.9% | +135.5% |
| 5Y | +112.4% | -48.4% | +160.8% | +89.7% |
| All | +247.4% | -31.0% | +278.4% | +193.7% |
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