-34.5%
RBLX vs CBOE
+183.4%
-217.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.5% |
| 7D | +5.1% | -5.8% | +10.9% | +5.3% |
| 30D | +28.0% | -3.1% | +31.2% | +28.0% |
| 3M | +4.6% | -4.8% | +9.4% | +5.0% |
| 6M | -24.7% | -0.6% | -24.1% | -26.1% |
| YTD | -43.8% | +12.8% | -56.6% | -46.8% |
| 1Y | -65.8% | +19.8% | -85.6% | -68.1% |
| 3Y | +59.4% | +86.9% | -27.6% | +18.9% |
| 5Y | -48.2% | +136.5% | -184.8% | -69.0% |
| All | -34.5% | +183.4% | -217.9% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling