-77.6%
PYPL vs RBLX
-29.5%
-48.1%
-87.3%
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% | +0.5% |
| 7D | -2.3% | +5.1% | -7.3% | -3.3% |
| 30D | -9.0% | +28.0% | -37.1% | -13.7% |
| 3M | +30.6% | +4.6% | +26.0% | +27.0% |
| 6M | +18.6% | -24.7% | +43.2% | +22.3% |
| YTD | -7.2% | -43.8% | +36.7% | +0.9% |
| 1Y | -19.3% | -65.8% | +46.5% | -3.1% |
| 3Y | -12.3% | +59.4% | -71.7% | -27.9% |
| 5Y | -80.9% | -48.2% | -32.7% | -83.0% |
| All | -77.6% | -29.5% | -48.1% | -81.5% |
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