+11.9%
COST vs RBLX
-53.0%
+64.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.5% | -5.8% | +2.8% |
| 7D | +6.6% | -7.5% | +14.1% | +6.5% |
| 30D | +13.5% | +10.6% | +2.9% | +13.7% |
| 3M | +10.6% | +33.3% | -22.7% | +11.2% |
| 6M | +3.6% | +3.7% | 0.0% | +3.6% |
| YTD | +22.1% | -39.1% | +61.2% | +20.7% |
| 1Y | +11.9% | -52.6% | +64.5% | +10.7% |
| All | +11.9% | -53.0% | +64.9% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling