-37.7%
RBLX vs ADP
+70.3%
-108.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.8% |
| 7D | +12.4% | -3.4% | +15.8% | +15.1% |
| 30D | +19.7% | +2.8% | +16.9% | +17.2% |
| 3M | -0.1% | +20.9% | -21.0% | -13.9% |
| 6M | -35.7% | +29.9% | -65.6% | -47.9% |
| YTD | -46.6% | +9.6% | -56.2% | -50.8% |
| 1Y | -66.6% | -5.3% | -61.4% | -65.5% |
| 3Y | +52.3% | +16.5% | +35.8% | +27.4% |
| 5Y | -47.7% | +49.4% | -97.1% | -63.7% |
| All | -37.7% | +70.3% | -108.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling