+91.4%
BAC vs RBLX
-29.5%
+120.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | 0.0% | +5.1% | -5.0% | -0.3% |
| 30D | -2.8% | +28.0% | -30.8% | -4.6% |
| 3M | +14.2% | +4.6% | +9.6% | +13.0% |
| 6M | +30.5% | -24.7% | +55.2% | +31.9% |
| YTD | +15.8% | -43.8% | +59.7% | +19.3% |
| 1Y | +26.2% | -65.8% | +91.9% | +34.8% |
| 3Y | +136.5% | +59.4% | +77.2% | +123.3% |
| 5Y | +75.9% | -48.2% | +124.2% | +64.8% |
| All | +91.4% | -29.5% | +120.8% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling