-37.7%
RBLX vs CAPR
+70.0%
-107.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.3% |
| 7D | +12.4% | -2.0% | +14.4% | +12.4% |
| 30D | +19.7% | +139.2% | -119.5% | +17.3% |
| 3M | -0.1% | -66.4% | +66.3% | +0.5% |
| 6M | -35.7% | -63.1% | +27.4% | -35.5% |
| YTD | -46.6% | -67.4% | +20.9% | -46.3% |
| 1Y | -66.6% | +58.2% | -124.9% | -69.0% |
| 3Y | +52.3% | +42.2% | +10.1% | +18.4% |
| 5Y | -47.7% | +87.3% | -135.0% | -65.6% |
| All | -37.7% | +70.0% | -107.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling