+94.2%
JNJ vs RBLX
-29.5%
+123.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -3.5% | +5.1% | -8.6% | -3.4% |
| 30D | +2.3% | +28.0% | -25.7% | +2.7% |
| 3M | +12.0% | +4.6% | +7.4% | +12.1% |
| 6M | +10.5% | -24.7% | +35.1% | +10.3% |
| YTD | +30.4% | -43.8% | +74.2% | +29.8% |
| 1Y | +52.1% | -65.8% | +117.9% | +50.5% |
| 3Y | +77.8% | +59.4% | +18.4% | +78.3% |
| 5Y | +82.9% | -48.2% | +131.1% | +80.1% |
| All | +94.2% | -29.5% | +123.7% | +93.2% |
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