+54.4%
F vs RBLX
-32.9%
+87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.9% | +0.9% |
| 7D | +5.3% | +12.4% | -7.1% | +3.9% |
| 30D | +4.6% | +19.7% | -15.1% | +2.3% |
| 3M | -3.7% | -0.1% | -3.6% | -4.7% |
| 6M | +16.8% | -35.7% | +52.6% | +21.1% |
| YTD | +15.3% | -46.6% | +61.8% | +21.4% |
| 1Y | +31.0% | -66.6% | +97.6% | +45.7% |
| 3Y | +45.4% | +52.3% | -6.9% | +28.7% |
| 5Y | +54.7% | -47.7% | +102.4% | +38.4% |
| All | +54.4% | -32.9% | +87.3% | +37.8% |
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