-26.0%
RBLX vs AXP
+134.0%
-160.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.3% |
| 7D | +7.9% | -2.1% | +10.0% | +9.3% |
| 30D | +3.9% | +2.7% | +1.2% | +2.5% |
| 3M | +44.7% | -7.3% | +52.0% | +51.6% |
| 6M | +23.8% | +1.8% | +22.0% | +22.9% |
| YTD | -36.5% | -13.1% | -23.5% | -31.3% |
| 1Y | -50.7% | -13.7% | -37.0% | -46.6% |
| 3Y | +33.8% | +113.1% | -79.3% | -22.6% |
| 5Y | -52.2% | +85.9% | -138.1% | -71.1% |
| All | -26.0% | +134.0% | -160.0% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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