-35.9%
RBLX vs BAX
-65.0%
+29.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +8.0% | -5.1% | +13.1% | +8.7% |
| 30D | +20.2% | -12.2% | +32.3% | +22.1% |
| 3M | +3.5% | +21.8% | -18.3% | +1.2% |
| 6M | -28.9% | +36.3% | -65.2% | -31.6% |
| YTD | -45.1% | +27.8% | -72.9% | -46.9% |
| 1Y | -66.2% | -0.1% | -66.2% | -66.5% |
| 3Y | +53.5% | -33.3% | +86.8% | +57.0% |
| 5Y | -48.4% | -67.1% | +18.6% | -46.4% |
| All | -35.9% | -65.0% | +29.0% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling