-28.2%
RBLX vs CF
+191.0%
-219.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -2.9% |
| 7D | +1.2% | +4.8% | -3.5% | +0.9% |
| 30D | +5.0% | +4.7% | +0.3% | +4.5% |
| 3M | +31.5% | +7.4% | +24.1% | +30.3% |
| 6M | +18.9% | +0.6% | +18.4% | +18.5% |
| YTD | -38.4% | +64.1% | -102.5% | -43.9% |
| 1Y | -50.7% | +51.4% | -102.1% | -54.5% |
| 3Y | +28.8% | +67.8% | -39.0% | +15.5% |
| 5Y | -53.6% | +114.1% | -167.7% | -61.7% |
| All | -28.2% | +191.0% | -219.2% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling