+696.9%
AVGO vs RBLX
-48.0%
+744.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.1% | +5.1% | -3.9% | +0.3% |
| 30D | -13.0% | +28.0% | -41.0% | -16.8% |
| 3M | -6.0% | +4.6% | -10.6% | -8.3% |
| 6M | +6.4% | -24.7% | +31.0% | +9.0% |
| YTD | +5.0% | -43.8% | +48.8% | +12.8% |
| 1Y | +1.4% | -65.8% | +67.2% | +18.7% |
| 3Y | +336.8% | +59.4% | +277.4% | +288.3% |
| All | +696.9% | -48.0% | +744.9% | +651.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling