-34.5%
RBLX vs CAPR
+51.4%
-85.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.4% |
| 7D | +5.1% | -11.0% | +16.0% | +5.3% |
| 30D | +28.0% | +99.8% | -71.7% | +25.9% |
| 3M | +4.6% | -66.6% | +71.2% | +5.2% |
| 6M | -24.7% | -75.1% | +50.4% | -23.8% |
| YTD | -43.8% | -71.0% | +27.1% | -43.4% |
| 1Y | -65.8% | +30.0% | -95.7% | -67.9% |
| 3Y | +59.4% | +29.0% | +30.4% | +23.9% |
| 5Y | -48.2% | +70.8% | -119.0% | -66.0% |
| All | -34.5% | +51.4% | -85.9% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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