+89.0%
ON vs RBLX
-31.0%
+120.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -1.9% | +8.0% | -9.9% | -3.4% |
| 30D | -11.0% | +20.2% | -31.2% | -14.4% |
| 3M | -39.3% | +3.5% | -42.9% | -41.1% |
| 6M | +19.8% | -28.9% | +48.8% | +24.1% |
| YTD | +31.1% | -45.1% | +76.1% | +41.8% |
| 1Y | +46.0% | -66.2% | +112.2% | +74.7% |
| 3Y | -27.5% | +53.5% | -81.0% | -42.0% |
| 5Y | +56.9% | -48.4% | +105.3% | +38.0% |
| All | +89.0% | -31.0% | +120.0% | +52.9% |
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 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