-34.5%
RBLX vs AZO
+133.8%
-168.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +5.1% | -3.6% | +8.6% | +6.0% |
| 30D | +28.0% | -5.6% | +33.6% | +29.9% |
| 3M | +4.6% | -6.6% | +11.3% | +6.3% |
| 6M | -24.7% | -22.5% | -2.1% | -19.7% |
| YTD | -43.8% | -15.2% | -28.7% | -41.9% |
| 1Y | -65.8% | -33.9% | -31.8% | -62.1% |
| 3Y | +59.4% | +11.8% | +47.6% | +45.8% |
| 5Y | -48.2% | +85.5% | -133.8% | -53.9% |
| All | -34.5% | +133.8% | -168.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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