-48.4%
RBLX vs CASY
+234.8%
-283.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.6% | +2.6% |
| 7D | +8.0% | -16.5% | +24.6% | +12.2% |
| 30D | +20.2% | -26.4% | +46.5% | +28.5% |
| 3M | +3.5% | -17.3% | +20.8% | +5.5% |
| 6M | -28.9% | -5.2% | -23.7% | -31.7% |
| YTD | -45.1% | +14.1% | -59.1% | -50.8% |
| 1Y | -66.2% | +16.6% | -82.8% | -70.0% |
| 3Y | +53.5% | +163.7% | -110.2% | -5.6% |
| 5Y | -48.4% | +231.3% | -279.7% | -73.9% |
| All | -48.4% | +234.8% | -283.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling