-37.7%
RBLX vs BAH
+3.3%
-41.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | +12.4% | -3.2% | +15.6% | +13.1% |
| 30D | +19.7% | +2.0% | +17.7% | +19.1% |
| 3M | -0.1% | -7.6% | +7.5% | +1.1% |
| 6M | -35.7% | -5.7% | -30.1% | -35.4% |
| YTD | -46.6% | -11.7% | -34.8% | -45.7% |
| 1Y | -66.6% | -27.4% | -39.3% | -64.9% |
| 3Y | +52.3% | -32.5% | +84.8% | +49.9% |
| 5Y | -47.7% | -3.3% | -44.4% | -57.2% |
| All | -37.7% | +3.3% | -41.0% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling