-66.6%
RBLX vs BWA
+59.1%
-125.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.6% | +4.6% |
| 7D | +12.4% | +5.7% | +6.7% | +13.0% |
| 30D | +19.7% | +1.4% | +18.3% | +19.8% |
| 3M | -0.1% | -12.1% | +12.0% | -1.2% |
| 6M | -35.7% | +28.6% | -64.3% | -34.1% |
| YTD | -46.6% | +51.1% | -97.6% | -43.7% |
| 1Y | -66.6% | +55.9% | -122.5% | -64.0% |
| All | -66.6% | +59.1% | -125.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling