-26.3%
RBLX vs AXP
+138.0%
-164.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +12.6% | -0.6% | +13.3% | +13.2% |
| 30D | +6.4% | +5.0% | +1.5% | +3.7% |
| 3M | +38.2% | -4.2% | +42.4% | +42.0% |
| 6M | +22.1% | +2.9% | +19.2% | +20.4% |
| YTD | -36.8% | -11.6% | -25.2% | -32.3% |
| 1Y | -51.4% | -11.1% | -40.3% | -48.3% |
| 3Y | +33.2% | +116.7% | -83.5% | -23.7% |
| 5Y | -46.3% | +89.6% | -135.9% | -67.8% |
| All | -26.3% | +138.0% | -164.3% | -58.2% |
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