-23.7%
RBLX vs BG
+2.5%
-26.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +1.1% |
| 7D | +8.1% | +3.7% | +4.4% | +9.2% |
| 30D | +23.9% | +12.3% | +11.6% | +28.8% |
| 3M | +8.1% | -2.2% | +10.4% | +12.5% |
| 6M | -23.7% | +5.3% | -29.0% | -20.5% |
| All | -23.7% | +2.5% | -26.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 6mo: compounded portfolio wealth divided by compounded BG 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…
6mo analysis · Full analysis span regression · 6 months rolling