+35.8%
IWM vs RBLX
-29.5%
+65.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.4% | +5.1% | -7.5% | -3.0% |
| 30D | -4.6% | +28.0% | -32.6% | -7.5% |
| 3M | -0.3% | +4.6% | -4.9% | -2.1% |
| 6M | +14.7% | -24.7% | +39.4% | +16.7% |
| YTD | +17.8% | -43.8% | +61.7% | +23.9% |
| 1Y | +21.2% | -65.8% | +87.0% | +35.5% |
| 3Y | +62.3% | +59.4% | +3.0% | +44.1% |
| 5Y | +38.7% | -48.2% | +86.9% | +27.6% |
| All | +35.8% | -29.5% | +65.2% | +19.4% |
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