-35.4%
RBLX vs CBOE
+189.9%
-225.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +8.1% | -3.7% | +11.8% | +8.3% |
| 30D | +23.9% | +2.0% | +21.9% | +23.6% |
| 3M | +8.1% | -4.2% | +12.4% | +8.7% |
| 6M | -23.7% | +1.2% | -24.9% | -25.2% |
| YTD | -44.6% | +15.4% | -60.0% | -47.5% |
| 1Y | -66.2% | +23.5% | -89.7% | -68.6% |
| 3Y | +54.7% | +93.2% | -38.5% | +14.7% |
| 5Y | -48.9% | +142.0% | -190.9% | -69.5% |
| All | -35.4% | +189.9% | -225.3% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling