+10.2%
RBLX vs BTSG
+416.6%
-406.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +8.0% | +2.9% | +5.1% | +7.2% |
| 30D | +20.2% | +0.9% | +19.3% | +19.6% |
| 3M | +3.5% | +1.6% | +1.9% | +5.2% |
| 6M | -28.9% | +46.8% | -75.7% | -34.0% |
| YTD | -45.1% | +65.5% | -110.6% | -50.5% |
| 1Y | -66.2% | +136.2% | -202.5% | -72.0% |
| All | +10.2% | +416.6% | -406.4% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling