+820.0%
AVGO vs RBLX
-30.4%
+850.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +1.0% | +8.1% | -7.1% | -0.3% |
| 30D | -13.3% | +23.9% | -37.2% | -16.6% |
| 3M | -2.9% | +8.1% | -11.0% | -5.8% |
| 6M | +5.7% | -23.7% | +29.4% | +8.1% |
| YTD | +4.6% | -44.6% | +49.3% | +12.6% |
| 1Y | -1.6% | -66.2% | +64.6% | +15.1% |
| 3Y | +336.2% | +54.7% | +281.5% | +289.5% |
| 5Y | +695.6% | -48.9% | +744.6% | +652.4% |
| All | +820.0% | -30.4% | +850.4% | +709.1% |
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