+148.9%
META vs RBLX
-31.0%
+179.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.7% |
| 7D | +10.3% | +8.0% | +2.2% | +8.4% |
| 30D | +9.9% | +20.2% | -10.3% | +5.3% |
| 3M | +11.9% | +3.5% | +8.4% | +9.1% |
| 6M | +1.2% | -28.9% | +30.1% | +6.1% |
| YTD | -0.8% | -45.1% | +44.3% | +9.1% |
| 1Y | -14.3% | -66.2% | +51.9% | +5.0% |
| 3Y | +121.4% | +53.5% | +67.9% | +87.9% |
| 5Y | +74.5% | -48.4% | +122.9% | +60.6% |
| All | +148.9% | -31.0% | +179.9% | +120.6% |
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