-46.2%
RBLX vs CARR
+8.3%
-54.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.5% |
| 7D | +5.1% | -3.8% | +8.8% | +7.4% |
| 30D | +28.0% | -8.9% | +36.9% | +35.1% |
| 3M | +4.6% | -17.3% | +21.9% | +15.3% |
| 6M | -24.7% | -1.4% | -23.3% | -27.7% |
| YTD | -43.8% | +10.0% | -53.8% | -50.5% |
| 1Y | -65.8% | -6.4% | -59.4% | -66.3% |
| 3Y | +59.4% | +1.5% | +57.8% | +27.0% |
| All | -46.2% | +8.3% | -54.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling