-35.5%
RBLX vs BWA
+66.0%
-101.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | +10.2% | +4.3% | +5.9% | +8.7% |
| 30D | +18.6% | -2.9% | +21.5% | +19.4% |
| 3M | +6.0% | -12.4% | +18.4% | +10.0% |
| 6M | -29.5% | +28.6% | -58.0% | -36.9% |
| YTD | -44.7% | +48.2% | -92.9% | -54.5% |
| 1Y | -65.1% | +50.9% | -116.0% | -71.8% |
| 3Y | +54.5% | +72.2% | -17.7% | +12.9% |
| 5Y | -46.3% | +91.1% | -137.4% | -66.4% |
| All | -35.5% | +66.0% | -101.5% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling