+107.8%
META vs RBLX
+54.8%
+52.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | +6.0% | +10.2% | -4.2% | +3.8% |
| 30D | +3.6% | +18.6% | -15.0% | -0.4% |
| 3M | +4.9% | +6.0% | -1.1% | +1.7% |
| 6M | -4.7% | -29.5% | +24.8% | +0.5% |
| YTD | -6.9% | -44.7% | +37.8% | +3.1% |
| 1Y | -18.2% | -65.1% | +46.9% | +2.1% |
| 3Y | +107.8% | +54.5% | +53.3% | +96.9% |
| All | +107.8% | +54.8% | +52.9% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling