-45.5%
CMCSA vs RBLX
-31.0%
-14.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.6% |
| 7D | -8.3% | +8.0% | -16.3% | -8.8% |
| 30D | -2.4% | +20.2% | -22.6% | -3.7% |
| 3M | +4.5% | +3.5% | +1.0% | +3.6% |
| 6M | -18.8% | -28.9% | +10.2% | -17.7% |
| YTD | -8.9% | -45.1% | +36.1% | -6.4% |
| 1Y | -18.3% | -66.2% | +47.9% | -12.9% |
| 3Y | -35.0% | +53.5% | -88.4% | -39.4% |
| 5Y | -48.2% | -48.4% | +0.3% | -51.5% |
| All | -45.5% | -31.0% | -14.6% | -49.6% |
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