-34.5%
RBLX vs BLDR
+32.7%
-67.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | +5.1% | -8.2% | +13.3% | +8.3% |
| 30D | +28.0% | -16.6% | +44.7% | +36.6% |
| 3M | +4.6% | -23.2% | +27.8% | +13.9% |
| 6M | -24.7% | -33.7% | +9.1% | -13.8% |
| YTD | -43.8% | -41.3% | -2.5% | -33.4% |
| 1Y | -65.8% | -58.8% | -7.0% | -53.5% |
| 3Y | +59.4% | -57.5% | +116.8% | +83.0% |
| 5Y | -48.2% | +12.9% | -61.1% | -67.9% |
| All | -34.5% | +32.7% | -67.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling