+38.2%
IWM vs RBLX
-48.3%
+86.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.5% | +8.1% | -10.7% | -3.5% |
| 30D | -4.4% | +23.9% | -28.3% | -7.1% |
| 3M | +2.2% | +8.1% | -5.9% | -0.1% |
| 6M | +14.0% | -23.7% | +37.7% | +15.9% |
| YTD | +17.4% | -44.6% | +62.0% | +23.8% |
| 1Y | +22.9% | -66.2% | +89.2% | +38.4% |
| 3Y | +62.1% | +54.7% | +7.4% | +43.4% |
| 5Y | +38.2% | -48.9% | +87.1% | +28.4% |
| All | +38.2% | -48.3% | +86.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling