+140.7%
CVX vs RBLX
-31.0%
+171.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +1.0% | +8.0% | -7.1% | +0.8% |
| 30D | +10.7% | +20.2% | -9.5% | +10.2% |
| 3M | +15.5% | +3.5% | +11.9% | +14.9% |
| 6M | +14.9% | -28.9% | +43.8% | +15.5% |
| YTD | +44.2% | -45.1% | +89.3% | +46.0% |
| 1Y | +43.5% | -66.2% | +109.7% | +47.6% |
| 3Y | +45.0% | +53.5% | -8.5% | +40.6% |
| 5Y | +172.2% | -48.4% | +220.6% | +161.4% |
| All | +140.7% | -31.0% | +171.6% | +132.0% |
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