+45.6%
RBLX vs BURL
+86.7%
-41.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +14.7% | +4.1% | +10.6% | +13.9% |
| 30D | +6.2% | -9.5% | +15.7% | +8.0% |
| 3M | +36.8% | -33.5% | +70.3% | +47.0% |
| 6M | +12.7% | -22.1% | +34.8% | +17.2% |
| YTD | -39.2% | -14.6% | -24.6% | -37.8% |
| 1Y | -51.3% | -8.4% | -43.0% | -51.1% |
| 3Y | +45.6% | +86.6% | -40.9% | +48.0% |
| All | +45.6% | +86.7% | -41.1% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling