+163.7%
CSCO vs RBLX
-30.5%
+194.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -0.5% | +10.2% | -10.7% | -1.1% |
| 30D | -10.1% | +18.6% | -28.7% | -11.1% |
| 3M | -11.7% | +6.0% | -17.7% | -12.7% |
| 6M | +40.1% | -29.5% | +69.5% | +42.0% |
| YTD | +43.8% | -44.7% | +88.5% | +47.9% |
| 1Y | +66.6% | -65.1% | +131.7% | +76.1% |
| 3Y | +108.5% | +54.5% | +54.0% | +99.3% |
| 5Y | +114.0% | -46.3% | +160.3% | +104.3% |
| All | +163.7% | -30.5% | +194.2% | +147.3% |
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