-46.6%
COIN vs RBLX
-42.5%
-4.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -5.1% | +5.1% | -10.1% | -7.5% |
| 30D | +17.6% | +28.0% | -10.4% | +3.4% |
| 3M | +9.2% | +4.6% | +4.6% | +2.9% |
| 6M | -11.8% | -24.7% | +12.9% | -4.2% |
| YTD | -22.5% | -43.8% | +21.3% | -3.3% |
| 1Y | -45.9% | -65.8% | +19.9% | -13.4% |
| 3Y | +117.4% | +59.4% | +58.0% | +42.4% |
| 5Y | -29.4% | -48.2% | +18.8% | -36.8% |
| All | -46.6% | -42.5% | -4.1% | -53.5% |
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