-52.6%
RBLX vs CART
+61.3%
-114.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.9% |
| 7D | -7.5% | +1.4% | -8.8% | -7.8% |
| 30D | +10.6% | +29.7% | -19.1% | +0.9% |
| 3M | +33.3% | +29.7% | +3.5% | +20.9% |
| 6M | +3.7% | +36.8% | -33.1% | -7.5% |
| YTD | -39.1% | +31.7% | -70.8% | -44.8% |
| 1Y | -52.6% | +62.4% | -115.0% | -60.4% |
| All | -52.6% | +61.3% | -114.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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