-48.4%
RBLX vs BIL
+19.4%
-67.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.0% | +0.1% | +8.0% | +8.2% |
| 30D | +20.2% | +0.3% | +19.9% | +21.0% |
| 3M | +3.5% | +0.9% | +2.6% | +5.1% |
| 6M | -28.9% | +1.8% | -30.7% | -27.7% |
| YTD | -45.1% | +2.5% | -47.5% | -44.6% |
| 1Y | -66.2% | +3.7% | -69.9% | -66.1% |
| 3Y | +53.5% | +14.1% | +39.4% | +38.4% |
| 5Y | -48.4% | +19.4% | -67.9% | -68.8% |
| All | -48.4% | +19.4% | -67.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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