-19.3%
ISRG vs RBLX
-67.7%
+48.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -1.1% |
| 7D | -1.6% | +12.4% | -14.0% | -2.3% |
| 30D | -2.3% | +19.7% | -21.9% | -3.3% |
| 3M | -12.4% | -0.1% | -12.4% | -12.5% |
| 6M | -26.8% | -35.7% | +8.9% | -26.9% |
| YTD | -35.3% | -46.6% | +11.3% | -36.1% |
| 1Y | -19.3% | -66.6% | +47.3% | -23.8% |
| All | -19.3% | -67.7% | +48.4% | -23.8% |
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