-37.7%
RBLX vs B
+158.9%
-196.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.7% |
| 7D | +12.4% | -1.6% | +14.0% | +12.6% |
| 30D | +19.7% | +9.4% | +10.2% | +17.8% |
| 3M | -0.1% | +5.0% | -5.1% | -1.1% |
| 6M | -35.7% | -3.5% | -32.2% | -35.9% |
| YTD | -46.6% | +4.5% | -51.0% | -47.0% |
| 1Y | -66.6% | +67.8% | -134.4% | -68.9% |
| 3Y | +52.3% | +196.7% | -144.4% | +29.0% |
| 5Y | -47.7% | +151.9% | -199.7% | -56.8% |
| All | -37.7% | +158.9% | -196.6% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling