+18.9%
CRM vs RBLX
-29.5%
+48.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | -4.4% | +5.1% | -9.5% | -5.3% |
| 30D | +28.1% | +28.0% | +0.1% | +22.3% |
| 3M | +48.8% | +4.6% | +44.2% | +44.9% |
| 6M | +28.3% | -24.7% | +52.9% | +31.7% |
| YTD | -6.0% | -43.8% | +37.8% | +1.1% |
| 1Y | +1.4% | -65.8% | +67.2% | +19.4% |
| 3Y | +11.8% | +59.4% | -47.5% | -7.7% |
| 5Y | -2.0% | -48.2% | +46.2% | -10.9% |
| All | +18.9% | -29.5% | +48.4% | +4.1% |
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 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