-34.5%
RBLX vs BAH
+7.7%
-42.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | +4.3% | +0.8% | +4.2% |
| 30D | +28.0% | -2.5% | +30.5% | +28.5% |
| 3M | +4.6% | -0.9% | +5.6% | +4.5% |
| 6M | -24.7% | +1.5% | -26.1% | -25.4% |
| YTD | -43.8% | -8.0% | -35.9% | -43.3% |
| 1Y | -65.8% | -24.7% | -41.0% | -64.3% |
| 3Y | +59.4% | -28.4% | +87.8% | +54.5% |
| 5Y | -48.2% | +2.8% | -51.0% | -57.5% |
| All | -34.5% | +7.7% | -42.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling