+237.0%
HOOD vs RBLX
-43.4%
+280.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.4% | -5.3% |
| 7D | +13.4% | +10.2% | +3.2% | +9.0% |
| 30D | +25.8% | +18.6% | +7.2% | +17.3% |
| 3M | +38.0% | +6.0% | +32.0% | +30.1% |
| 6M | +52.2% | -29.5% | +81.7% | +65.9% |
| YTD | +3.7% | -44.7% | +48.4% | +23.5% |
| 1Y | +0.1% | -65.1% | +65.2% | +42.2% |
| 3Y | +992.6% | +54.5% | +938.1% | +702.1% |
| 5Y | +193.0% | -46.3% | +239.3% | +181.0% |
| All | +237.0% | -43.4% | +280.4% | +182.7% |
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