-26.0%
RBLX vs BURL
-17.5%
-8.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.6% |
| 7D | +7.9% | +0.4% | +7.5% | +7.7% |
| 30D | +3.9% | -4.3% | +8.2% | +5.8% |
| 3M | +44.7% | -28.8% | +73.5% | +63.6% |
| 6M | +23.8% | -12.8% | +36.6% | +28.0% |
| YTD | -36.5% | -12.8% | -23.7% | -34.8% |
| 1Y | -50.7% | -12.3% | -38.5% | -50.0% |
| 3Y | +33.8% | +92.7% | -58.9% | -14.8% |
| 5Y | -52.2% | -6.5% | -45.7% | -57.7% |
| All | -26.0% | -17.5% | -8.6% | -33.3% |
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