-66.6%
RBLX vs CBOE
+29.2%
-95.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +12.4% | -3.6% | +16.0% | +10.9% |
| 30D | +19.7% | +5.1% | +14.6% | +22.2% |
| 3M | -0.1% | +4.6% | -4.7% | +3.8% |
| 6M | -35.7% | -0.3% | -35.5% | -32.1% |
| YTD | -46.6% | +19.8% | -66.3% | -45.3% |
| 1Y | -66.6% | +28.4% | -95.0% | -64.7% |
| All | -66.6% | +29.2% | -95.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling