+167.0%
CVX vs RBLX
-48.0%
+215.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +2.6% | +5.1% | -2.4% | +2.5% |
| 30D | +9.8% | +28.0% | -18.2% | +9.1% |
| 3M | +16.2% | +4.6% | +11.6% | +15.6% |
| 6M | +13.6% | -24.7% | +38.3% | +14.1% |
| YTD | +44.4% | -43.8% | +88.2% | +46.4% |
| 1Y | +40.6% | -65.8% | +106.4% | +45.3% |
| 3Y | +48.2% | +59.4% | -11.2% | +42.5% |
| All | +167.0% | -48.0% | +215.0% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling