-35.9%
RBLX vs AVAV
+30.5%
-66.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.9% |
| 7D | +8.0% | -3.2% | +11.2% | +9.0% |
| 30D | +20.2% | -25.6% | +45.7% | +30.2% |
| 3M | +3.5% | -20.2% | +23.8% | +7.6% |
| 6M | -28.9% | -38.1% | +9.1% | -21.2% |
| YTD | -45.1% | -41.8% | -3.3% | -39.3% |
| 1Y | -66.2% | -39.0% | -27.2% | -63.9% |
| 3Y | +53.5% | +24.1% | +29.4% | +8.3% |
| 5Y | -48.4% | +53.0% | -101.5% | -70.7% |
| All | -35.9% | +30.5% | -66.5% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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