+278.2%
NET vs RBLX
-23.6%
+301.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -6.4% |
| 7D | -16.4% | -7.5% | -8.9% | -14.0% |
| 30D | -25.8% | +10.6% | -36.5% | -29.9% |
| 3M | -11.5% | +33.3% | -44.8% | -23.8% |
| 6M | +18.9% | +3.7% | +15.3% | +9.3% |
| YTD | +35.2% | -39.1% | +74.4% | +52.5% |
| 1Y | +14.5% | -52.6% | +67.1% | +45.5% |
| 3Y | +313.8% | +41.3% | +272.5% | +174.1% |
| 5Y | +32.6% | -40.3% | +72.8% | +12.3% |
| All | +278.2% | -23.6% | +301.7% | +191.6% |
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 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