+113.7%
IVV vs RBLX
-32.9%
+146.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.8% |
| 7D | +0.1% | +12.4% | -12.3% | -1.0% |
| 30D | +0.1% | +19.7% | -19.6% | -1.7% |
| 3M | +2.0% | -0.1% | +2.1% | +1.1% |
| 6M | +13.0% | -35.7% | +48.8% | +16.4% |
| YTD | +13.6% | -46.6% | +60.1% | +18.6% |
| 1Y | +20.1% | -66.6% | +86.7% | +31.0% |
| 3Y | +77.6% | +52.3% | +25.3% | +63.4% |
| 5Y | +82.5% | -47.7% | +130.2% | +70.8% |
| All | +113.7% | -32.9% | +146.6% | +97.6% |
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