-46.2%
RBLX vs BDX
-2.2%
-44.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +5.1% | -3.2% | +8.2% | +5.5% |
| 30D | +28.0% | -2.5% | +30.6% | +28.4% |
| 3M | +4.6% | +21.4% | -16.8% | +1.2% |
| 6M | -24.7% | +10.4% | -35.1% | -26.1% |
| YTD | -43.8% | +18.8% | -62.7% | -45.8% |
| 1Y | -65.8% | +21.7% | -87.5% | -67.2% |
| 3Y | +59.4% | -10.0% | +69.3% | +66.8% |
| All | -46.2% | -2.2% | -44.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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