-35.4%
RBLX vs BDX
+3.3%
-38.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +8.1% | -5.4% | +13.5% | +8.8% |
| 30D | +23.9% | -2.2% | +26.1% | +24.1% |
| 3M | +8.1% | +20.1% | -11.9% | +5.5% |
| 6M | -23.7% | +9.1% | -32.8% | -24.8% |
| YTD | -44.6% | +17.9% | -62.5% | -46.1% |
| 1Y | -66.2% | +22.1% | -88.3% | -67.3% |
| 3Y | +54.7% | -10.5% | +65.2% | +60.2% |
| 5Y | -48.9% | -2.6% | -46.3% | -48.2% |
| All | -35.4% | +3.3% | -38.7% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling