+55.9%
RBLX vs ADP
+13.6%
+42.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | +8.0% | -5.7% | +13.7% | +10.4% |
| 30D | +20.2% | -3.1% | +23.3% | +21.4% |
| 3M | +3.5% | +15.6% | -12.1% | -3.3% |
| 6M | -28.9% | +20.8% | -49.7% | -34.9% |
| YTD | -45.1% | +4.7% | -49.8% | -46.7% |
| 1Y | -66.2% | -8.3% | -57.9% | -65.0% |
| All | +55.9% | +13.6% | +42.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling