-42.5%
RBLX vs BTDR
+19.6%
-62.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.1% |
| 7D | +5.1% | -3.4% | +8.4% | +5.3% |
| 30D | +28.0% | +32.6% | -4.6% | +24.9% |
| 3M | +4.6% | -32.2% | +36.9% | +6.8% |
| 6M | -24.7% | +52.4% | -77.0% | -28.4% |
| YTD | -43.8% | +6.7% | -50.5% | -45.3% |
| 1Y | -65.8% | -15.2% | -50.5% | -66.5% |
| 3Y | +59.4% | +14.9% | +44.5% | +45.6% |
| 5Y | -48.2% | +20.8% | -69.0% | -56.8% |
| All | -42.5% | +19.6% | -62.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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