+151.6%
GLD vs RBLX
-32.9%
+184.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -0.9% |
| 7D | -0.5% | +12.4% | -12.9% | -0.7% |
| 30D | +4.4% | +19.7% | -15.3% | +4.1% |
| 3M | -1.1% | -0.1% | -1.0% | -1.2% |
| 6M | -13.8% | -35.7% | +22.0% | -13.4% |
| YTD | +2.6% | -46.6% | +49.2% | +3.2% |
| 1Y | +24.5% | -66.6% | +91.1% | +25.6% |
| 3Y | +125.8% | +52.3% | +73.6% | +124.1% |
| 5Y | +137.8% | -47.7% | +185.5% | +137.2% |
| All | +151.6% | -32.9% | +184.5% | +148.9% |
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