-52.6%
RBLX vs CBOE
+39.5%
-92.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.6% |
| 7D | -7.5% | +7.7% | -15.2% | -4.3% |
| 30D | +10.6% | +24.4% | -13.8% | +19.5% |
| 3M | +33.3% | +20.0% | +13.2% | +41.5% |
| 6M | +3.7% | +2.4% | +1.3% | +9.8% |
| YTD | -39.1% | +38.5% | -77.7% | -41.0% |
| 1Y | -52.6% | +39.0% | -91.6% | -54.4% |
| All | -52.6% | +39.5% | -92.1% | -54.4% |
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