-79.7%
PATH vs RBLX
-34.9%
-44.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.5% | -11.3% | -9.1% |
| 7D | -22.8% | +10.2% | -33.0% | -26.1% |
| 30D | -6.9% | +18.6% | -25.5% | -13.5% |
| 3M | +25.4% | +6.0% | +19.5% | +17.3% |
| 6M | +18.1% | -29.5% | +47.6% | +28.2% |
| YTD | -14.5% | -44.7% | +30.2% | +0.3% |
| 1Y | +18.7% | -65.1% | +83.8% | +68.1% |
| 3Y | -24.2% | +54.5% | -78.7% | -49.1% |
| 5Y | -75.2% | -46.3% | -28.9% | -79.1% |
| All | -79.7% | -34.9% | -44.8% | -84.7% |
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