-52.6%
RBLX vs BROS
-18.6%
-34.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.3% |
| 7D | -7.5% | +2.5% | -9.9% | -7.8% |
| 30D | +10.6% | +15.1% | -4.5% | +7.4% |
| 3M | +33.3% | -31.4% | +64.7% | +43.5% |
| 6M | +3.7% | -22.6% | +26.3% | +7.1% |
| YTD | -39.1% | -28.1% | -11.0% | -39.9% |
| 1Y | -52.6% | -20.3% | -32.4% | -53.0% |
| All | -52.6% | -18.6% | -34.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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