+12.6%
RBLX vs BTSG
+389.4%
-376.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +5.1% | -3.3% | +8.3% | +5.9% |
| 30D | +28.0% | -1.6% | +29.6% | +28.1% |
| 3M | +4.6% | -6.9% | +11.5% | +8.5% |
| 6M | -24.7% | +42.1% | -66.8% | -29.5% |
| YTD | -43.8% | +56.8% | -100.7% | -48.7% |
| 1Y | -65.8% | +109.8% | -175.6% | -70.8% |
| All | +12.6% | +389.4% | -376.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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