-34.5%
RBLX vs BP
+131.6%
-166.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.1% | +5.2% | -0.2% | +4.2% |
| 30D | +28.0% | +8.7% | +19.3% | +26.4% |
| 3M | +4.6% | +9.3% | -4.7% | +2.7% |
| 6M | -24.7% | +13.6% | -38.2% | -26.7% |
| YTD | -43.8% | +37.7% | -81.5% | -47.5% |
| 1Y | -65.8% | +40.6% | -106.4% | -68.2% |
| 3Y | +59.4% | +40.3% | +19.0% | +45.8% |
| 5Y | -48.2% | +141.4% | -189.6% | -54.4% |
| All | -34.5% | +131.6% | -166.1% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling