-34.5%
RBLX vs AGG
-0.3%
-34.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +5.1% | -1.1% | +6.1% | +7.0% |
| 30D | +28.0% | -1.1% | +29.2% | +30.7% |
| 3M | +4.6% | -1.9% | +6.6% | +8.6% |
| 6M | -24.7% | -1.7% | -22.9% | -22.0% |
| YTD | -43.8% | -1.3% | -42.5% | -42.3% |
| 1Y | -65.8% | -0.7% | -65.0% | -65.2% |
| 3Y | +59.4% | +12.5% | +46.9% | +26.4% |
| 5Y | -48.2% | -2.5% | -45.7% | -32.1% |
| All | -34.5% | -0.3% | -34.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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