+170.8%
CSCO vs RBLX
-29.5%
+200.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.3% |
| 7D | +2.7% | +5.1% | -2.4% | +2.4% |
| 30D | -9.5% | +28.0% | -37.5% | -11.0% |
| 3M | -7.6% | +4.6% | -12.2% | -8.5% |
| 6M | +44.9% | -24.7% | +69.5% | +46.2% |
| YTD | +47.7% | -43.8% | +91.5% | +51.7% |
| 1Y | +69.1% | -65.8% | +134.9% | +79.0% |
| 3Y | +113.5% | +59.4% | +54.2% | +103.7% |
| 5Y | +122.8% | -48.2% | +171.0% | +112.8% |
| All | +170.8% | -29.5% | +200.3% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling