+123.2%
GLW vs RBLX
-67.7%
+191.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.3% | +5.2% |
| 7D | +3.8% | +12.4% | -8.6% | +2.5% |
| 30D | -1.3% | +19.7% | -21.0% | -3.2% |
| 3M | -21.8% | -0.1% | -21.7% | -22.9% |
| 6M | +6.9% | -35.7% | +42.6% | +12.4% |
| YTD | +77.2% | -46.6% | +123.7% | +88.4% |
| 1Y | +123.2% | -66.6% | +189.9% | +148.5% |
| All | +123.2% | -67.7% | +191.0% | +148.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling