+122.4%
MSFT vs RBLX
-30.5%
+152.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.6% |
| 7D | -1.4% | +10.2% | -11.6% | -2.6% |
| 30D | -1.0% | +18.6% | -19.6% | -3.2% |
| 3M | +20.2% | +6.0% | +14.2% | +17.8% |
| 6M | +21.3% | -29.5% | +50.7% | +24.4% |
| YTD | +2.8% | -44.7% | +47.5% | +8.1% |
| 1Y | 0.0% | -65.1% | +65.1% | +11.1% |
| 3Y | +51.2% | +54.5% | -3.3% | +36.5% |
| 5Y | +71.4% | -46.3% | +117.8% | +60.6% |
| All | +122.4% | -30.5% | +152.9% | +102.8% |
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