-48.4%
RBLX vs BURL
-18.1%
-30.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +1.9% |
| 7D | +8.0% | -7.0% | +15.0% | +11.0% |
| 30D | +20.2% | -35.6% | +55.8% | +42.8% |
| 3M | +3.5% | -26.3% | +29.8% | +16.2% |
| 6M | -28.9% | -20.7% | -8.3% | -23.5% |
| YTD | -45.1% | -17.2% | -27.9% | -42.0% |
| 1Y | -66.2% | -15.0% | -51.2% | -65.2% |
| 3Y | +53.5% | +53.2% | +0.2% | +8.1% |
| 5Y | -48.4% | -18.7% | -29.7% | -48.1% |
| All | -48.4% | -18.1% | -30.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling