-35.4%
RBLX vs BG
+81.7%
-117.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +8.1% | +3.7% | +4.4% | +7.8% |
| 30D | +23.9% | +12.3% | +11.6% | +22.8% |
| 3M | +8.1% | -2.2% | +10.4% | +8.5% |
| 6M | -23.7% | +5.3% | -29.0% | -24.2% |
| YTD | -44.6% | +42.4% | -87.0% | -47.1% |
| 1Y | -66.2% | +55.2% | -121.4% | -68.1% |
| 3Y | +54.7% | +21.0% | +33.7% | +49.6% |
| 5Y | -48.9% | +87.1% | -136.1% | -55.6% |
| All | -35.4% | +81.7% | -117.1% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling