-34.5%
RBLX vs CASY
+220.0%
-254.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | +5.1% | -18.6% | +23.7% | +9.4% |
| 30D | +28.0% | -26.6% | +54.7% | +36.2% |
| 3M | +4.6% | -32.8% | +37.4% | +13.3% |
| 6M | -24.7% | -10.0% | -14.6% | -26.1% |
| YTD | -43.8% | +11.6% | -55.5% | -48.9% |
| 1Y | -65.8% | +11.5% | -77.3% | -68.9% |
| 3Y | +59.4% | +160.7% | -101.3% | +4.5% |
| 5Y | -48.2% | +232.4% | -280.6% | -70.0% |
| All | -34.5% | +220.0% | -254.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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