+59.4%
RBLX vs BLDR
-57.1%
+116.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +5.1% | -8.2% | +13.3% | +6.5% |
| 30D | +28.0% | -16.6% | +44.7% | +31.7% |
| 3M | +4.6% | -23.2% | +27.8% | +8.6% |
| 6M | -24.7% | -33.7% | +9.1% | -20.4% |
| YTD | -43.8% | -41.3% | -2.5% | -39.8% |
| 1Y | -65.8% | -58.8% | -7.0% | -61.7% |
| 3Y | +59.4% | -57.5% | +116.8% | +72.3% |
| All | +59.4% | -57.1% | +116.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling