-23.5%
RBLX vs ADVB
-88.8%
+65.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +3.5% |
| 7D | +10.2% | -14.0% | +24.2% | +10.2% |
| 30D | +18.6% | +41.0% | -22.4% | +18.6% |
| 3M | +6.0% | +127.9% | -122.0% | +6.4% |
| 6M | -29.5% | +101.3% | -130.8% | -29.0% |
| YTD | -44.7% | +53.8% | -98.5% | -44.6% |
| 1Y | -65.1% | +4.4% | -69.5% | -65.3% |
| All | -23.5% | -88.8% | +65.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling