-35.4%
RBLX vs BX
+115.4%
-150.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.7% |
| 7D | +8.1% | -8.9% | +17.0% | +14.7% |
| 30D | +23.9% | -14.8% | +38.7% | +37.1% |
| 3M | +8.1% | +6.9% | +1.2% | +2.1% |
| 6M | -23.7% | +16.3% | -40.0% | -33.1% |
| YTD | -44.6% | -16.1% | -28.5% | -39.5% |
| 1Y | -66.2% | -26.8% | -39.4% | -59.8% |
| 3Y | +54.7% | +22.4% | +32.3% | +13.0% |
| 5Y | -48.9% | +16.0% | -64.9% | -59.2% |
| All | -35.4% | +115.4% | -150.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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