-34.5%
RBLX vs CARR
+64.9%
-99.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.6% |
| 7D | +5.1% | -3.8% | +8.8% | +7.2% |
| 30D | +28.0% | -8.9% | +36.9% | +34.6% |
| 3M | +4.6% | -17.3% | +21.9% | +14.6% |
| 6M | -24.7% | -1.4% | -23.3% | -27.4% |
| YTD | -43.8% | +10.0% | -53.8% | -50.0% |
| 1Y | -65.8% | -6.4% | -59.4% | -66.2% |
| 3Y | +59.4% | +1.5% | +57.8% | +31.3% |
| 5Y | -48.2% | +9.3% | -57.5% | -65.2% |
| All | -34.5% | +64.9% | -99.4% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling