+90.7%
RBLX vs CART
+39.2%
+51.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +7.9% | +1.2% | +6.7% | +7.6% |
| 30D | +3.9% | +17.8% | -13.9% | 0.0% |
| 3M | +44.7% | +20.7% | +24.0% | +38.2% |
| 6M | +23.8% | +49.7% | -25.9% | +13.0% |
| YTD | -36.5% | +30.0% | -66.6% | -40.8% |
| 1Y | -50.7% | +48.4% | -99.1% | -55.2% |
| 3Y | +33.8% | +132.0% | -98.1% | +12.5% |
| All | +90.7% | +39.2% | +51.5% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling