-37.7%
RBLX vs AXP
+139.2%
-176.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | +12.4% | -2.1% | +14.5% | +13.7% |
| 30D | +19.7% | -6.5% | +26.2% | +24.3% |
| 3M | -0.1% | +4.6% | -4.7% | -2.8% |
| 6M | -35.7% | +5.4% | -41.2% | -37.7% |
| YTD | -46.6% | -11.1% | -35.4% | -43.1% |
| 1Y | -66.6% | -0.3% | -66.3% | -67.1% |
| 3Y | +52.3% | +111.6% | -59.3% | -11.8% |
| 5Y | -47.7% | +117.6% | -165.3% | -69.0% |
| All | -37.7% | +139.2% | -176.9% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling