+110.3%
IVV vs RBLX
-30.4%
+140.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.0% | +8.1% | -10.1% | -2.8% |
| 30D | -1.6% | +23.9% | -25.5% | -3.7% |
| 3M | +4.8% | +8.1% | -3.4% | +3.0% |
| 6M | +12.6% | -23.7% | +36.3% | +13.9% |
| YTD | +11.8% | -44.6% | +56.4% | +16.3% |
| 1Y | +17.6% | -66.2% | +83.8% | +28.1% |
| 3Y | +77.0% | +54.7% | +22.3% | +62.6% |
| 5Y | +82.6% | -48.9% | +131.5% | +70.6% |
| All | +110.3% | -30.4% | +140.7% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling