-35.9%
RBLX vs A
+24.7%
-60.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.1% |
| 7D | +8.0% | -4.4% | +12.4% | +10.4% |
| 30D | +20.2% | -2.7% | +22.8% | +21.5% |
| 3M | +3.5% | +7.0% | -3.5% | -0.7% |
| 6M | -28.9% | +24.6% | -53.6% | -37.7% |
| YTD | -45.1% | +7.0% | -52.1% | -48.0% |
| 1Y | -66.2% | +15.6% | -81.8% | -69.9% |
| 3Y | +53.5% | +29.9% | +23.5% | +9.6% |
| 5Y | -48.4% | -15.4% | -33.1% | -42.5% |
| All | -35.9% | +24.7% | -60.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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