-24.0%
RBLX vs ADVB
-89.4%
+65.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | -0.7% |
| 7D | +8.0% | -13.0% | +21.0% | +8.0% |
| 30D | +20.2% | +7.5% | +12.7% | +20.1% |
| 3M | +3.5% | +129.1% | -125.6% | +4.1% |
| 6M | -28.9% | +71.7% | -100.7% | -28.6% |
| YTD | -45.1% | +45.5% | -90.6% | -45.0% |
| 1Y | -66.2% | -2.7% | -63.5% | -66.3% |
| All | -24.0% | -89.4% | +65.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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