+101.1%
KO vs RBLX
-30.4%
+131.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -1.1% | +8.1% | -9.2% | -1.1% |
| 30D | +1.6% | +23.9% | -22.3% | +1.5% |
| 3M | +5.8% | +8.1% | -2.4% | +5.7% |
| 6M | +14.3% | -23.7% | +38.0% | +14.3% |
| YTD | +27.3% | -44.6% | +71.9% | +27.5% |
| 1Y | +33.2% | -66.2% | +99.4% | +33.7% |
| 3Y | +64.5% | +54.7% | +9.8% | +61.3% |
| 5Y | +83.1% | -48.9% | +132.0% | +77.3% |
| All | +101.1% | -30.4% | +131.5% | +95.5% |
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