+134.9%
META vs RBLX
-32.9%
+167.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | 0.0% |
| 7D | +6.7% | +12.4% | -5.7% | +3.9% |
| 30D | +4.8% | +19.7% | -14.9% | +0.5% |
| 3M | -1.6% | -0.1% | -1.5% | -3.3% |
| 6M | -7.5% | -35.7% | +28.3% | -0.7% |
| YTD | -6.4% | -46.6% | +40.2% | +3.6% |
| 1Y | -17.3% | -66.6% | +49.3% | +1.6% |
| 3Y | +109.9% | +52.3% | +57.6% | +78.6% |
| 5Y | +65.4% | -47.7% | +113.1% | +52.4% |
| All | +134.9% | -32.9% | +167.7% | +109.5% |
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