-52.6%
RBLX vs BP
+35.3%
-87.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.2% | +12.7% | +7.9% |
| 7D | -7.5% | -8.4% | +0.9% | -8.4% |
| 30D | +10.6% | +2.2% | +8.4% | +10.4% |
| 3M | +33.3% | +8.8% | +24.5% | +33.7% |
| 6M | +3.7% | -0.5% | +4.2% | +7.8% |
| YTD | -39.1% | +36.2% | -75.4% | -42.9% |
| 1Y | -52.6% | +36.6% | -89.2% | -57.3% |
| All | -52.6% | +35.3% | -87.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling