+104.6%
CSCO vs RBLX
+53.7%
+50.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.1% | +8.1% | -9.2% | -1.8% |
| 30D | -10.8% | +23.9% | -34.7% | -12.6% |
| 3M | -9.2% | +8.1% | -17.4% | -11.0% |
| 6M | +39.5% | -23.7% | +63.3% | +41.4% |
| YTD | +41.5% | -44.6% | +86.1% | +48.5% |
| 1Y | +61.0% | -66.2% | +127.2% | +78.0% |
| All | +104.6% | +53.7% | +50.9% | +84.5% |
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