-35.5%
RBLX vs AA
+79.5%
-115.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.7% |
| 7D | +10.2% | +1.7% | +8.6% | +9.8% |
| 30D | +18.6% | +3.3% | +15.3% | +17.4% |
| 3M | +6.0% | -29.4% | +35.4% | +13.7% |
| 6M | -29.5% | -12.8% | -16.6% | -28.6% |
| YTD | -44.7% | -2.1% | -42.6% | -45.7% |
| 1Y | -65.1% | +62.8% | -127.9% | -69.9% |
| 3Y | +54.5% | +90.5% | -36.0% | +19.8% |
| 5Y | -46.3% | +19.1% | -65.4% | -53.3% |
| All | -35.5% | +79.5% | -115.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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