-66.6%
RBLX vs CF
+62.4%
-129.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +3.9% |
| 7D | +12.4% | +6.0% | +6.4% | +13.2% |
| 30D | +19.7% | +14.8% | +4.8% | +21.9% |
| 3M | -0.1% | +14.1% | -14.1% | +2.5% |
| 6M | -35.7% | +28.5% | -64.3% | -36.3% |
| YTD | -46.6% | +74.9% | -121.5% | -48.9% |
| 1Y | -66.6% | +61.7% | -128.3% | -67.8% |
| All | -66.6% | +62.4% | -129.1% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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