-37.7%
RBLX vs ARWR
+20.9%
-58.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +12.4% | +1.7% | +10.7% | +11.9% |
| 30D | +19.7% | -0.7% | +20.3% | +19.7% |
| 3M | -0.1% | +14.9% | -15.0% | -4.3% |
| 6M | -35.7% | +32.6% | -68.4% | -41.1% |
| YTD | -46.6% | +30.0% | -76.6% | -51.2% |
| 1Y | -66.6% | +208.4% | -275.0% | -76.6% |
| 3Y | +52.3% | +208.8% | -156.5% | -8.6% |
| 5Y | -47.7% | +27.8% | -75.6% | -60.6% |
| All | -37.7% | +20.9% | -58.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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