+476.8%
LLY vs RBLX
-30.5%
+507.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.2% |
| 7D | -3.1% | +10.2% | -13.3% | -3.2% |
| 30D | -5.1% | +18.6% | -23.7% | -5.2% |
| 3M | -2.1% | +6.0% | -8.0% | -2.2% |
| 6M | +13.8% | -29.5% | +43.3% | +14.1% |
| YTD | +5.1% | -44.7% | +49.8% | +5.5% |
| 1Y | +53.1% | -65.1% | +118.2% | +54.5% |
| 3Y | +95.6% | +54.5% | +41.1% | +91.4% |
| 5Y | +361.5% | -46.3% | +407.8% | +342.1% |
| All | +476.8% | -30.5% | +507.3% | +447.0% |
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