-65.1%
RBLX vs CART
+5.2%
-70.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +5.2% |
| 7D | +10.2% | -4.1% | +14.3% | +11.3% |
| 30D | +18.6% | -4.3% | +22.9% | +19.9% |
| 3M | +6.0% | +13.1% | -7.2% | +2.0% |
| 6M | -29.5% | +26.0% | -55.5% | -33.7% |
| YTD | -44.7% | +6.7% | -51.4% | -46.6% |
| 1Y | -65.1% | +6.3% | -71.4% | -67.7% |
| All | -65.1% | +5.2% | -70.4% | -67.7% |
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