-46.2%
RBLX vs BRO
+17.6%
-63.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.1% | -7.3% | +12.4% | +9.0% |
| 30D | +28.0% | -6.9% | +34.9% | +32.3% |
| 3M | +4.6% | +10.7% | -6.0% | -2.0% |
| 6M | -24.7% | -2.7% | -22.0% | -24.5% |
| YTD | -43.8% | -16.3% | -27.5% | -39.6% |
| 1Y | -65.8% | -29.1% | -36.7% | -59.7% |
| 3Y | +59.4% | -7.8% | +67.2% | +44.1% |
| All | -46.2% | +17.6% | -63.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling