-35.4%
RBLX vs ADP
+64.0%
-99.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | +8.1% | -5.7% | +13.8% | +12.4% |
| 30D | +23.9% | -1.4% | +25.3% | +24.8% |
| 3M | +8.1% | +16.6% | -8.4% | -4.5% |
| 6M | -23.7% | +24.9% | -48.7% | -36.5% |
| YTD | -44.6% | +5.6% | -50.2% | -47.7% |
| 1Y | -66.2% | -6.0% | -60.2% | -65.1% |
| 3Y | +54.7% | +14.5% | +40.2% | +30.0% |
| 5Y | -48.9% | +47.9% | -96.8% | -63.8% |
| All | -35.4% | +64.0% | -99.4% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling