+116.3%
IBM vs RBLX
-48.3%
+164.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | -0.3% | +8.1% | -8.4% | -0.7% |
| 30D | -1.8% | +23.9% | -25.8% | -3.0% |
| 3M | -13.5% | +8.1% | -21.6% | -14.2% |
| 6M | -5.1% | -23.7% | +18.6% | -4.5% |
| YTD | -19.4% | -44.6% | +25.2% | -17.9% |
| 1Y | -6.5% | -66.2% | +59.7% | -3.1% |
| 3Y | +73.8% | +54.7% | +19.1% | +70.2% |
| 5Y | +116.3% | -48.9% | +165.2% | +112.3% |
| All | +116.3% | -48.3% | +164.6% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling