+145.8%
GOOG vs RBLX
+55.8%
+90.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.4% |
| 7D | 0.0% | +5.1% | -5.0% | -0.5% |
| 30D | -2.0% | +28.0% | -30.0% | -4.6% |
| 3M | -5.9% | +4.6% | -10.5% | -7.1% |
| 6M | +8.9% | -24.7% | +33.6% | +10.8% |
| YTD | +7.1% | -43.8% | +51.0% | +12.5% |
| 1Y | +39.7% | -65.8% | +105.5% | +56.5% |
| 3Y | +145.8% | +59.4% | +86.5% | +107.3% |
| All | +145.8% | +55.8% | +90.1% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling