-26.3%
RBLX vs BURL
-16.8%
-9.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +12.6% | +5.9% | +6.8% | +10.3% |
| 30D | +6.4% | -8.3% | +14.8% | +10.1% |
| 3M | +38.2% | -31.6% | +69.8% | +58.8% |
| 6M | +22.1% | -16.6% | +38.7% | +28.6% |
| YTD | -36.8% | -12.1% | -24.7% | -35.3% |
| 1Y | -51.4% | -10.0% | -41.4% | -51.3% |
| 3Y | +33.2% | +94.3% | -61.0% | -15.5% |
| 5Y | -46.3% | -13.2% | -33.0% | -51.8% |
| All | -26.3% | -16.8% | -9.6% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling