+186.6%
ASML vs RBLX
-23.6%
+210.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.6% | +4.4% |
| 7D | -9.0% | +14.7% | -23.7% | -11.3% |
| 30D | -21.0% | +6.2% | -27.2% | -22.1% |
| 3M | -16.3% | +36.8% | -53.1% | -21.9% |
| 6M | -7.5% | +12.7% | -20.2% | -12.4% |
| YTD | +34.0% | -39.2% | +73.1% | +40.7% |
| 1Y | +39.3% | -51.3% | +90.6% | +52.7% |
| 3Y | +128.9% | +45.6% | +83.2% | +91.5% |
| 5Y | +76.1% | -36.8% | +112.9% | +51.1% |
| All | +186.6% | -23.6% | +210.1% | +135.3% |
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