-2.9%
IBM vs RBLX
-66.3%
+63.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +3.6% | +5.1% | -1.5% | +3.1% |
| 30D | +3.1% | +28.0% | -24.9% | +0.7% |
| 3M | -10.8% | +4.6% | -15.5% | -12.3% |
| 6M | -0.8% | -24.7% | +23.8% | +0.4% |
| YTD | -16.2% | -43.8% | +27.7% | -14.4% |
| 1Y | -2.9% | -65.8% | +62.9% | -2.6% |
| All | -2.9% | -66.3% | +63.4% | -2.6% |
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