+144.4%
META vs RBLX
-20.6%
+165.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.3% | +12.6% | -9.4% | +0.6% |
| 30D | -10.8% | +6.4% | -17.2% | -12.6% |
| 3M | +7.9% | +38.2% | -30.3% | -0.6% |
| 6M | +5.4% | +22.1% | -16.8% | -2.1% |
| YTD | -2.6% | -36.8% | +34.2% | +2.9% |
| 1Y | +1.9% | -51.4% | +53.3% | +14.1% |
| 3Y | +97.0% | +33.2% | +63.7% | +71.7% |
| 5Y | +97.6% | -46.3% | +143.9% | +75.5% |
| All | +144.4% | -20.6% | +165.1% | +108.1% |
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