-66.6%
RBLX vs ADP
-4.5%
-62.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.8% |
| 7D | +12.4% | -3.4% | +15.8% | +13.3% |
| 30D | +19.7% | +2.8% | +16.9% | +18.8% |
| 3M | -0.1% | +20.9% | -21.0% | -5.1% |
| 6M | -35.7% | +29.9% | -65.6% | -40.2% |
| YTD | -46.6% | +9.6% | -56.2% | -52.9% |
| 1Y | -66.6% | -5.3% | -61.4% | -69.8% |
| All | -66.6% | -4.5% | -62.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling