-78.2%
PYPL vs RBLX
-31.0%
-47.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -4.3% | +8.0% | -12.4% | -5.9% |
| 30D | -11.5% | +20.2% | -31.6% | -14.9% |
| 3M | +26.1% | +3.5% | +22.6% | +22.9% |
| 6M | +13.7% | -28.9% | +42.6% | +18.7% |
| YTD | -9.8% | -45.1% | +35.2% | -1.5% |
| 1Y | -22.1% | -66.2% | +44.2% | -6.2% |
| 3Y | -13.5% | +53.5% | -67.0% | -28.4% |
| 5Y | -81.6% | -48.4% | -33.2% | -83.6% |
| All | -78.2% | -31.0% | -47.2% | -81.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling