-6.8%
AVGO vs RBLX
-53.0%
+46.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.5% | -10.5% | -3.1% |
| 7D | -7.5% | -7.5% | 0.0% | -6.8% |
| 30D | -10.2% | +10.6% | -20.8% | -11.4% |
| 3M | -22.0% | +33.3% | -55.3% | -25.3% |
| 6M | -21.6% | +3.7% | -25.2% | -23.5% |
| YTD | -5.4% | -39.1% | +33.7% | +4.8% |
| 1Y | -6.8% | -52.6% | +45.8% | +15.8% |
| All | -6.8% | -53.0% | +46.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling