-35.9%
RBLX vs BTI
+123.5%
-159.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +8.0% | -2.4% | +10.5% | +8.4% |
| 30D | +20.2% | -4.8% | +24.9% | +21.0% |
| 3M | +3.5% | -8.1% | +11.6% | +4.9% |
| 6M | -28.9% | -4.2% | -24.7% | -28.6% |
| YTD | -45.1% | -1.3% | -43.8% | -45.3% |
| 1Y | -66.2% | +2.1% | -68.3% | -66.6% |
| 3Y | +53.5% | +108.9% | -55.5% | +29.4% |
| 5Y | -48.4% | +114.5% | -162.9% | -55.7% |
| All | -35.9% | +123.5% | -159.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 all: compounded portfolio wealth divided by compounded BTI 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…
all analysis · Full analysis span regression · 6 months rolling