-3.6%
COST vs RBLX
-67.7%
+64.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -0.9% |
| 7D | -3.1% | +12.4% | -15.6% | -2.9% |
| 30D | -2.8% | +19.7% | -22.5% | -2.4% |
| 3M | -5.7% | -0.1% | -5.6% | -5.7% |
| 6M | -8.8% | -35.7% | +27.0% | -9.7% |
| YTD | +6.7% | -46.6% | +53.2% | +4.8% |
| 1Y | -3.6% | -66.6% | +63.0% | -6.6% |
| All | -3.6% | -67.7% | +64.1% | -6.6% |
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 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