+90.5%
BAC vs RBLX
-30.5%
+121.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -0.7% |
| 7D | +1.2% | +10.2% | -9.0% | +0.4% |
| 30D | -0.7% | +18.6% | -19.3% | -2.0% |
| 3M | +16.9% | +6.0% | +11.0% | +15.6% |
| 6M | +29.6% | -29.5% | +59.0% | +31.6% |
| YTD | +15.3% | -44.7% | +59.9% | +18.9% |
| 1Y | +28.8% | -65.1% | +93.9% | +37.4% |
| 3Y | +136.4% | +54.5% | +81.9% | +123.6% |
| 5Y | +72.9% | -46.3% | +119.2% | +62.1% |
| All | +90.5% | -30.5% | +121.0% | +80.6% |
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