-52.6%
RBLX vs CARR
-1.4%
-51.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | -7.5% | -0.7% | -6.8% | -7.2% |
| 30D | +10.6% | +0.3% | +10.3% | +10.7% |
| 3M | +33.3% | -14.9% | +48.2% | +36.1% |
| 6M | +3.7% | -14.9% | +18.5% | +5.2% |
| YTD | -39.1% | +7.0% | -46.1% | -40.6% |
| 1Y | -52.6% | -1.8% | -50.9% | -52.4% |
| All | -52.6% | -1.4% | -51.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling