+9.3%
BSX vs RBLX
-29.5%
+38.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -10.1% | +5.1% | -15.1% | -10.3% |
| 30D | -16.4% | +28.0% | -44.4% | -17.5% |
| 3M | -8.9% | +4.6% | -13.5% | -9.6% |
| 6M | -38.3% | -24.7% | -13.6% | -37.9% |
| YTD | -54.9% | -43.8% | -11.1% | -54.1% |
| 1Y | -58.8% | -65.8% | +7.0% | -57.0% |
| 3Y | -21.2% | +59.4% | -80.6% | -25.1% |
| 5Y | -3.3% | -48.2% | +44.9% | -7.7% |
| All | +9.3% | -29.5% | +38.7% | +4.6% |
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