+47.9%
CIFR vs RBLX
-29.5%
+77.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.1% |
| 7D | -5.0% | +5.1% | -10.1% | -7.0% |
| 30D | -5.7% | +28.0% | -33.7% | -15.8% |
| 3M | -25.5% | +4.6% | -30.2% | -30.7% |
| 6M | +19.4% | -24.7% | +44.1% | +26.0% |
| YTD | +14.2% | -43.8% | +58.0% | +38.7% |
| 1Y | +69.0% | -65.8% | +134.8% | +155.5% |
| 3Y | +503.9% | +59.4% | +444.6% | +342.1% |
| 5Y | +27.7% | -48.2% | +75.9% | +14.1% |
| All | +47.9% | -29.5% | +77.4% | +26.8% |
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