+57.2%
RBLX vs BAX
-34.3%
+91.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +8.1% | -5.4% | +13.6% | +8.6% |
| 30D | +23.9% | -12.4% | +36.3% | +25.1% |
| 3M | +8.1% | +19.1% | -11.0% | +7.2% |
| 6M | -23.7% | +38.6% | -62.3% | -25.1% |
| YTD | -44.6% | +26.7% | -71.3% | -45.3% |
| 1Y | -66.2% | +1.0% | -67.2% | -66.7% |
| All | +57.2% | -34.3% | +91.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling