-28.2%
RBLX vs CASY
+270.6%
-298.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +1.2% | +3.6% | -2.3% | +0.5% |
| 30D | +5.0% | +9.1% | -4.1% | +3.1% |
| 3M | +31.5% | -16.5% | +48.0% | +36.1% |
| 6M | +18.9% | -19.7% | +38.7% | +23.7% |
| YTD | -38.4% | +29.3% | -67.7% | -45.7% |
| 1Y | -50.7% | +33.1% | -83.8% | -57.0% |
| 3Y | +28.8% | +158.5% | -129.7% | -12.2% |
| 5Y | -53.6% | +266.7% | -320.3% | -74.2% |
| All | -28.2% | +270.6% | -298.8% | -66.2% |
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