-35.4%
RBLX vs APD
+25.0%
-60.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +8.1% | -3.5% | +11.6% | +9.5% |
| 30D | +23.9% | -5.1% | +29.0% | +26.3% |
| 3M | +8.1% | +6.9% | +1.3% | +5.1% |
| 6M | -23.7% | +8.1% | -31.8% | -26.9% |
| YTD | -44.6% | +21.2% | -65.9% | -50.1% |
| 1Y | -66.2% | +4.9% | -71.1% | -67.5% |
| 3Y | +54.7% | +6.3% | +48.4% | +42.4% |
| 5Y | -48.9% | +24.3% | -73.2% | -63.0% |
| All | -35.4% | +25.0% | -60.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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