-66.6%
RBLX vs BURL
-9.5%
-57.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.9% |
| 7D | +12.4% | -2.8% | +15.2% | +12.8% |
| 30D | +19.7% | -28.2% | +47.8% | +27.7% |
| 3M | -0.1% | -17.6% | +17.5% | +3.9% |
| 6M | -35.7% | -11.8% | -24.0% | -34.5% |
| YTD | -46.6% | -8.1% | -38.4% | -45.6% |
| 1Y | -66.6% | -12.0% | -54.7% | -66.7% |
| All | -66.6% | -9.5% | -57.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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