-37.7%
RBLX vs BIL
+19.3%
-57.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | +12.4% | +0.1% | +12.3% | +12.6% |
| 30D | +19.7% | +0.3% | +19.3% | +20.6% |
| 3M | -0.1% | +0.9% | -1.0% | +1.4% |
| 6M | -35.7% | +1.8% | -37.6% | -34.7% |
| YTD | -46.6% | +2.4% | -49.0% | -46.1% |
| 1Y | -66.6% | +3.7% | -70.4% | -66.6% |
| 3Y | +52.3% | +14.2% | +38.1% | +37.7% |
| 5Y | -47.7% | +19.4% | -67.2% | -68.0% |
| All | -37.7% | +19.3% | -57.0% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling