+54.5%
RBLX vs CAPR
+42.0%
+12.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +3.5% |
| 7D | +10.2% | -9.5% | +19.7% | +10.3% |
| 30D | +18.6% | +121.5% | -102.9% | +18.0% |
| 3M | +6.0% | -65.4% | +71.3% | +5.9% |
| 6M | -29.5% | -67.5% | +38.1% | -29.4% |
| YTD | -44.7% | -68.6% | +23.9% | -44.7% |
| 1Y | -65.1% | +42.7% | -107.8% | -65.4% |
| 3Y | +54.5% | +43.4% | +11.1% | +38.1% |
| All | +54.5% | +42.0% | +12.5% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling