+1,659.8%
NVDA vs RBLX
-30.4%
+1,690.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -4.3% | +8.1% | -12.4% | -6.3% |
| 30D | +0.5% | +23.9% | -23.4% | -5.2% |
| 3M | +9.1% | +8.1% | +0.9% | +3.4% |
| 6M | +18.5% | -23.7% | +42.2% | +22.2% |
| YTD | +17.4% | -44.6% | +62.0% | +30.8% |
| 1Y | +23.4% | -66.2% | +89.7% | +57.0% |
| 3Y | +380.6% | +54.7% | +325.9% | +275.6% |
| 5Y | +875.7% | -48.9% | +924.6% | +776.3% |
| All | +1,659.8% | -30.4% | +1,690.2% | +1,375.3% |
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