-2.5%
IBM vs RBLX
-67.7%
+65.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.3% |
| 7D | -0.3% | +12.4% | -12.7% | -1.4% |
| 30D | +0.3% | +19.7% | -19.4% | -1.5% |
| 3M | -21.6% | -0.1% | -21.5% | -22.6% |
| 6M | -4.7% | -35.7% | +31.0% | -2.3% |
| YTD | -19.1% | -46.6% | +27.5% | -16.8% |
| 1Y | -2.5% | -66.6% | +64.1% | -0.7% |
| All | -2.5% | -67.7% | +65.2% | -0.7% |
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 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