-37.7%
RBLX vs BURL
-13.0%
-24.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | +12.4% | -2.8% | +15.2% | +13.4% |
| 30D | +19.7% | -28.2% | +47.8% | +35.8% |
| 3M | -0.1% | -17.6% | +17.5% | +7.2% |
| 6M | -35.7% | -11.8% | -24.0% | -33.7% |
| YTD | -46.6% | -8.1% | -38.4% | -45.8% |
| 1Y | -66.6% | -12.0% | -54.7% | -66.0% |
| 3Y | +52.3% | +63.3% | -11.0% | +7.5% |
| 5Y | -47.7% | -10.8% | -36.9% | -53.2% |
| All | -37.7% | -13.0% | -24.6% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling