+57.2%
RBLX vs BWA
+68.2%
-11.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +8.1% | -0.1% | +8.2% | +8.1% |
| 30D | +23.9% | -5.5% | +29.4% | +24.6% |
| 3M | +8.1% | -7.6% | +15.8% | +9.0% |
| 6M | -23.7% | +25.0% | -48.7% | -26.8% |
| YTD | -44.6% | +47.0% | -91.6% | -49.3% |
| 1Y | -66.2% | +54.0% | -120.2% | -69.5% |
| All | +57.2% | +68.2% | -11.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling