-46.4%
RBLX vs CB
+105.3%
-151.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | +6.7% | -1.0% | +7.7% | +6.8% |
| 30D | +6.1% | +7.3% | -1.2% | +5.3% |
| 3M | +45.3% | +7.0% | +38.2% | +44.1% |
| 6M | +27.4% | +16.3% | +11.0% | +24.8% |
| YTD | -35.1% | +19.7% | -54.8% | -36.9% |
| 1Y | -49.7% | +27.8% | -77.5% | -51.8% |
| 3Y | +36.9% | +72.0% | -35.1% | +19.8% |
| 5Y | -46.4% | +104.9% | -151.2% | -56.2% |
| All | -46.4% | +105.3% | -151.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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