-44.3%
DIS vs RBLX
-32.9%
-11.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -2.2% |
| 7D | -2.6% | +12.4% | -15.0% | -3.9% |
| 30D | +3.5% | +19.7% | -16.2% | +1.3% |
| 3M | +6.8% | -0.1% | +6.9% | +5.6% |
| 6M | +3.0% | -35.7% | +38.7% | +6.7% |
| YTD | -6.7% | -46.6% | +39.8% | -1.8% |
| 1Y | -10.1% | -66.6% | +56.6% | 0.0% |
| 3Y | +33.0% | +52.3% | -19.2% | +18.1% |
| 5Y | -40.0% | -47.7% | +7.7% | -45.6% |
| All | -44.3% | -32.9% | -11.5% | -50.0% |
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