+163.3%
JPM vs RBLX
-29.5%
+192.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -0.7% | +5.1% | -5.7% | -1.0% |
| 30D | -2.5% | +28.0% | -30.5% | -4.0% |
| 3M | +14.1% | +4.6% | +9.5% | +13.1% |
| 6M | +25.1% | -24.7% | +49.7% | +26.3% |
| YTD | +12.1% | -43.8% | +56.0% | +15.1% |
| 1Y | +18.8% | -65.8% | +84.6% | +25.8% |
| 3Y | +163.4% | +59.4% | +104.0% | +149.7% |
| 5Y | +156.5% | -48.2% | +204.8% | +140.7% |
| All | +163.3% | -29.5% | +192.7% | +151.8% |
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 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