+143.1%
IBM vs RBLX
-31.0%
+174.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.4% |
| 7D | +3.6% | +8.0% | -4.5% | +3.2% |
| 30D | +1.5% | +20.2% | -18.6% | +0.7% |
| 3M | -12.9% | +3.5% | -16.4% | -13.4% |
| 6M | -3.9% | -28.9% | +25.0% | -3.1% |
| YTD | -17.3% | -45.1% | +27.7% | -16.1% |
| 1Y | -5.0% | -66.2% | +61.2% | -2.2% |
| 3Y | +78.2% | +53.5% | +24.7% | +75.9% |
| 5Y | +120.6% | -48.4% | +169.1% | +114.4% |
| All | +143.1% | -31.0% | +174.1% | +139.1% |
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