-81.2%
PATH vs RBLX
-25.0%
-56.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -2.0% |
| 7D | -2.7% | +20.3% | -23.0% | -9.7% |
| 30D | -3.7% | +7.3% | -11.0% | -7.5% |
| 3M | -13.8% | +36.5% | -50.3% | -25.5% |
| 6M | +20.3% | +23.1% | -2.8% | +3.9% |
| YTD | -20.8% | -36.3% | +15.5% | -13.6% |
| 1Y | -9.2% | -51.7% | +42.5% | +11.6% |
| 3Y | -21.8% | +35.6% | -57.4% | -44.3% |
| 5Y | -77.4% | -52.9% | -24.5% | -80.9% |
| All | -81.2% | -25.0% | -56.2% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling