-77.8%
PYPL vs RBLX
-30.5%
-47.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.0% |
| 7D | +1.7% | +10.2% | -8.5% | -0.3% |
| 30D | -9.7% | +18.6% | -28.4% | -13.1% |
| 3M | +29.2% | +6.0% | +23.3% | +25.3% |
| 6M | +13.9% | -29.5% | +43.3% | +19.1% |
| YTD | -8.1% | -44.7% | +36.6% | +0.2% |
| 1Y | -21.4% | -65.1% | +43.7% | -6.1% |
| 3Y | -11.8% | +54.5% | -66.3% | -27.1% |
| 5Y | -81.1% | -46.3% | -34.8% | -83.3% |
| All | -77.8% | -30.5% | -47.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling