+82.9%
RBLX vs CART
+38.4%
+44.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +14.7% | +3.0% | +11.7% | +13.9% |
| 30D | +6.2% | +28.6% | -22.3% | +0.2% |
| 3M | +36.8% | +29.1% | +7.7% | +28.7% |
| 6M | +12.7% | +44.7% | -32.1% | +3.3% |
| YTD | -39.2% | +29.2% | -68.4% | -43.2% |
| 1Y | -51.3% | +66.2% | -117.5% | -56.7% |
| 3Y | +45.6% | +112.8% | -67.2% | +23.9% |
| All | +82.9% | +38.4% | +44.5% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling