-52.6%
RBLX vs BWA
+17.4%
-70.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.5% | +11.0% | +8.4% |
| 7D | -7.5% | -9.9% | +2.4% | -8.0% |
| 30D | +10.6% | -16.4% | +27.0% | +9.3% |
| 3M | +33.3% | -19.8% | +53.1% | +31.2% |
| 6M | +3.7% | -10.0% | +13.6% | +2.4% |
| YTD | -39.1% | +12.7% | -51.9% | -42.0% |
| 1Y | -52.6% | +15.7% | -68.3% | -54.5% |
| All | -52.6% | +17.4% | -70.0% | -54.5% |
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