+175.6%
ASML vs RBLX
+51.8%
+123.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +3.5% |
| 7D | +1.1% | +12.4% | -11.3% | -0.8% |
| 30D | +2.2% | +19.7% | -17.5% | -0.8% |
| 3M | -2.3% | -0.1% | -2.2% | -4.0% |
| 6M | +23.0% | -35.7% | +58.7% | +29.9% |
| YTD | +61.1% | -46.6% | +107.6% | +74.9% |
| 1Y | +129.1% | -66.6% | +195.7% | +172.5% |
| All | +175.6% | +51.8% | +123.8% | +111.5% |
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