+57.0%
ISRG vs RBLX
+31.2%
+25.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.2% |
| 7D | -2.0% | +1.2% | -3.3% | -2.2% |
| 30D | +5.6% | +5.0% | +0.6% | +4.7% |
| 3M | +10.5% | +31.5% | -21.0% | +6.6% |
| 6M | +2.6% | +18.9% | -16.3% | -0.8% |
| YTD | -21.7% | -38.4% | +16.7% | -19.3% |
| 1Y | -21.6% | -50.7% | +29.2% | -16.9% |
| 3Y | +57.0% | +28.8% | +28.2% | +40.0% |
| All | +57.0% | +31.2% | +25.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling