-28.2%
RBLX vs CAPR
+72.3%
-100.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | -2.8% |
| 7D | +1.2% | +5.9% | -4.7% | +1.1% |
| 30D | +5.0% | +44.6% | -39.6% | +4.1% |
| 3M | +31.5% | +126.4% | -94.9% | +28.8% |
| 6M | +18.9% | -68.6% | +87.5% | +19.5% |
| YTD | -38.4% | -67.0% | +28.6% | -38.2% |
| 1Y | -50.7% | +65.2% | -115.9% | -54.3% |
| 3Y | +28.8% | +235.6% | -206.8% | -11.0% |
| 5Y | -53.6% | +175.4% | -229.0% | -71.2% |
| All | -28.2% | +72.3% | -100.5% | -52.4% |
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 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