+68.5%
COST vs RBLX
+55.8%
+12.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | -1.2% | +5.1% | -6.3% | -1.3% |
| 30D | -4.7% | +28.0% | -32.7% | -5.5% |
| 3M | -7.1% | +4.6% | -11.7% | -7.7% |
| 6M | -8.5% | -24.7% | +16.1% | -8.1% |
| YTD | +5.4% | -43.8% | +49.2% | +7.4% |
| 1Y | -5.6% | -65.8% | +60.2% | -0.8% |
| 3Y | +68.5% | +59.4% | +9.1% | +60.1% |
| All | +68.5% | +55.8% | +12.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling