+336.8%
AVGO vs RBLX
+55.8%
+281.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.1% | +5.1% | -3.9% | 0.0% |
| 30D | -13.0% | +28.0% | -41.0% | -18.0% |
| 3M | -6.0% | +4.6% | -10.6% | -9.4% |
| 6M | +6.4% | -24.7% | +31.0% | +10.3% |
| YTD | +5.0% | -43.8% | +48.8% | +17.4% |
| 1Y | +1.4% | -65.8% | +67.2% | +30.7% |
| 3Y | +336.8% | +59.4% | +277.4% | +258.3% |
| All | +336.8% | +55.8% | +281.0% | +258.3% |
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 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