-48.9%
RBLX vs BBWI
-69.5%
+20.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +8.1% | -8.0% | +16.1% | +10.7% |
| 30D | +23.9% | -6.6% | +30.5% | +25.7% |
| 3M | +8.1% | -2.7% | +10.9% | +8.2% |
| 6M | -23.7% | -12.8% | -10.9% | -22.2% |
| YTD | -44.6% | -10.5% | -34.1% | -44.5% |
| 1Y | -66.2% | -35.3% | -30.9% | -63.0% |
| 3Y | +54.7% | -47.7% | +102.4% | +64.0% |
| 5Y | -48.9% | -68.9% | +19.9% | -22.1% |
| All | -48.9% | -69.5% | +20.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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