+204.4%
ASML vs RBLX
-20.0%
+224.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +5.4% |
| 7D | -0.8% | +20.3% | -21.2% | -4.1% |
| 30D | -14.9% | +7.3% | -22.2% | -16.3% |
| 3M | -13.0% | +36.5% | -49.5% | -18.7% |
| 6M | -4.7% | +23.1% | -27.8% | -11.0% |
| YTD | +42.3% | -36.3% | +78.6% | +48.3% |
| 1Y | +49.7% | -51.7% | +101.4% | +64.7% |
| 3Y | +144.3% | +35.6% | +108.7% | +108.0% |
| 5Y | +86.4% | -52.9% | +139.2% | +64.2% |
| All | +204.4% | -20.0% | +224.4% | +147.9% |
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