+575.7%
PLTR vs RBLX
-29.5%
+605.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -4.1% | +5.1% | -9.1% | -6.0% |
| 30D | -2.2% | +28.0% | -30.3% | -11.7% |
| 3M | +27.6% | +4.6% | +23.0% | +20.7% |
| 6M | +10.3% | -24.7% | +35.0% | +16.9% |
| YTD | -5.9% | -43.8% | +37.9% | +10.3% |
| 1Y | +1.7% | -65.8% | +67.5% | +45.2% |
| 3Y | +959.1% | +59.4% | +899.7% | +646.0% |
| 5Y | +536.3% | -48.2% | +584.6% | +461.2% |
| All | +575.7% | -29.5% | +605.1% | +422.8% |
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