-34.5%
RBLX vs BWA
+66.9%
-101.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +5.1% | -1.3% | +6.4% | +5.5% |
| 30D | +28.0% | -2.9% | +31.0% | +29.0% |
| 3M | +4.6% | -10.7% | +15.3% | +8.0% |
| 6M | -24.7% | +26.5% | -51.1% | -32.2% |
| YTD | -43.8% | +49.1% | -92.9% | -53.9% |
| 1Y | -65.8% | +52.1% | -117.8% | -72.4% |
| 3Y | +59.4% | +72.6% | -13.2% | +16.4% |
| 5Y | -48.2% | +89.4% | -137.6% | -67.5% |
| All | -34.5% | +66.9% | -101.5% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling