+126.0%
C vs RBLX
-30.4%
+156.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +0.3% | +8.1% | -7.9% | -0.5% |
| 30D | +2.0% | +23.9% | -21.9% | -0.1% |
| 3M | +4.4% | +8.1% | -3.8% | +2.7% |
| 6M | +28.3% | -23.7% | +52.1% | +29.9% |
| YTD | +20.5% | -44.6% | +65.1% | +25.2% |
| 1Y | +45.5% | -66.2% | +111.8% | +57.7% |
| 3Y | +274.0% | +54.7% | +219.3% | +250.3% |
| 5Y | +136.1% | -48.9% | +185.1% | +121.5% |
| All | +126.0% | -30.4% | +156.4% | +112.0% |
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