+27.3%
F vs RBLX
-22.6%
+49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | 0.0% | +5.0% | -4.9% | -0.9% |
| 3M | -13.2% | +31.5% | -44.7% | -16.5% |
| 6M | -10.2% | +18.9% | -29.2% | -13.6% |
| YTD | -4.9% | -38.4% | +33.5% | -2.2% |
| 1Y | -6.1% | -50.7% | +44.6% | -0.7% |
| 3Y | +46.0% | +28.8% | +17.2% | +32.0% |
| 5Y | -15.7% | -53.6% | +37.9% | -25.4% |
| All | +27.3% | -22.6% | +49.9% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling