-28.2%
RBLX vs AXON
+113.9%
-142.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -4.0% |
| 7D | +1.2% | +0.8% | +0.5% | +0.8% |
| 30D | +5.0% | -22.8% | +27.8% | +14.6% |
| 3M | +31.5% | -48.8% | +80.3% | +67.0% |
| 6M | +18.9% | -16.3% | +35.2% | +20.2% |
| YTD | -38.4% | -44.5% | +6.1% | -27.9% |
| 1Y | -50.7% | -43.4% | -7.3% | -43.0% |
| 3Y | +28.8% | +44.3% | -15.5% | -25.3% |
| 5Y | -53.6% | +85.1% | -138.7% | -81.5% |
| All | -28.2% | +113.9% | -142.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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