-35.4%
RBLX vs CELH
+29.5%
-64.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | +8.1% | -15.8% | +23.9% | +13.2% |
| 30D | +23.9% | -5.2% | +29.1% | +25.1% |
| 3M | +8.1% | -6.1% | +14.3% | +8.3% |
| 6M | -23.7% | -40.9% | +17.1% | -13.8% |
| YTD | -44.6% | -41.8% | -2.8% | -37.7% |
| 1Y | -66.2% | -52.6% | -13.6% | -60.5% |
| 3Y | +54.7% | -60.4% | +115.1% | +69.1% |
| 5Y | -48.9% | -12.6% | -36.3% | -70.3% |
| All | -35.4% | +29.5% | -64.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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