+388.2%
GLW vs RBLX
-30.5%
+418.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.1% | +7.2% |
| 7D | +14.0% | +10.2% | +3.8% | +13.0% |
| 30D | +0.4% | +18.6% | -18.2% | -1.4% |
| 3M | -11.3% | +6.0% | -17.3% | -12.6% |
| 6M | +35.1% | -29.5% | +64.5% | +37.9% |
| YTD | +90.5% | -44.7% | +135.2% | +98.4% |
| 1Y | +132.0% | -65.1% | +197.1% | +151.9% |
| 3Y | +463.3% | +54.5% | +408.8% | +427.4% |
| 5Y | +382.5% | -46.3% | +428.8% | +350.9% |
| All | +388.2% | -30.5% | +418.7% | +348.8% |
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