-48.9%
RBLX vs BAH
+1.2%
-50.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.2% |
| 7D | +8.1% | +2.4% | +5.7% | +7.6% |
| 30D | +23.9% | -2.9% | +26.9% | +24.6% |
| 3M | +8.1% | -1.3% | +9.5% | +8.0% |
| 6M | -23.7% | -0.9% | -22.8% | -24.1% |
| YTD | -44.6% | -8.2% | -36.4% | -44.1% |
| 1Y | -66.2% | -24.0% | -42.2% | -64.6% |
| 3Y | +54.7% | -28.1% | +82.8% | +46.9% |
| 5Y | -48.9% | +2.5% | -51.4% | -62.7% |
| All | -48.9% | +1.2% | -50.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling