-52.4%
RBLX vs B
+108.4%
-160.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.7% |
| 7D | +7.9% | -6.2% | +14.1% | +9.2% |
| 30D | +3.9% | -6.6% | +10.5% | +5.2% |
| 3M | +44.7% | -7.9% | +52.6% | +46.4% |
| 6M | +23.8% | -16.8% | +40.6% | +27.0% |
| YTD | -36.5% | -11.7% | -24.9% | -35.4% |
| 1Y | -50.7% | +3.5% | -54.2% | -50.8% |
| 3Y | +33.8% | +165.7% | -131.9% | +14.4% |
| All | -52.4% | +108.4% | -160.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling