-42.1%
RBLX vs BITO
-8.3%
-33.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -3.4% | +8.5% | +6.4% |
| 30D | +28.0% | +21.4% | +6.6% | +18.6% |
| 3M | +4.6% | +20.5% | -15.9% | -2.7% |
| 6M | -24.7% | +7.4% | -32.0% | -27.6% |
| YTD | -43.8% | -13.9% | -30.0% | -41.8% |
| 1Y | -65.8% | -35.1% | -30.7% | -60.8% |
| 3Y | +59.4% | +156.8% | -97.5% | -10.3% |
| All | -42.1% | -8.3% | -33.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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