-11.9%
RBLX vs ADVB
-97.4%
+85.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.1% | +4.7% |
| 7D | +20.3% | -1.2% | +21.5% | +20.3% |
| 30D | +7.3% | -61.4% | +68.7% | +7.0% |
| 3M | +36.5% | -67.8% | +104.4% | +36.0% |
| 6M | +23.1% | -66.9% | +90.0% | +22.7% |
| YTD | -36.3% | -64.9% | +28.6% | -36.4% |
| 1Y | -51.7% | -74.8% | +23.1% | -51.6% |
| All | -11.9% | -97.4% | +85.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling