+66.2%
RBLX vs CART
+14.3%
+52.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +4.8% |
| 7D | +10.2% | -4.1% | +14.3% | +11.1% |
| 30D | +18.6% | -4.3% | +22.9% | +19.7% |
| 3M | +6.0% | +13.1% | -7.2% | +3.0% |
| 6M | -29.5% | +26.0% | -55.5% | -33.1% |
| YTD | -44.7% | +6.7% | -51.4% | -46.0% |
| 1Y | -65.1% | +6.3% | -71.4% | -66.1% |
| All | +66.2% | +14.3% | +52.0% | +49.6% |
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