-66.6%
RBLX vs ADSK
-31.6%
-35.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.3% | +12.6% | +6.7% |
| 7D | +12.4% | -16.4% | +28.8% | +18.6% |
| 30D | +19.7% | -9.2% | +28.9% | +22.4% |
| 3M | -0.1% | -6.7% | +6.6% | +0.4% |
| 6M | -35.7% | -15.5% | -20.2% | -33.1% |
| YTD | -46.6% | -26.4% | -20.2% | -44.2% |
| 1Y | -66.6% | -31.9% | -34.7% | -64.4% |
| All | -66.6% | -31.6% | -35.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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