+203.3%
ASML vs RBLX
-20.6%
+223.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.9% | +12.6% | -15.5% | -4.9% |
| 30D | -15.2% | +6.4% | -21.6% | -16.4% |
| 3M | -12.9% | +38.2% | -51.1% | -18.9% |
| 6M | -5.0% | +22.1% | -27.2% | -11.2% |
| YTD | +41.8% | -36.8% | +78.6% | +48.0% |
| 1Y | +46.0% | -51.4% | +97.5% | +60.4% |
| 3Y | +133.5% | +33.2% | +100.2% | +99.4% |
| 5Y | +93.0% | -46.3% | +139.3% | +68.2% |
| All | +203.3% | -20.6% | +223.9% | +147.4% |
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