-25.8%
RBLX vs CF
+177.5%
-203.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +20.3% | -0.9% | +21.2% | +20.4% |
| 30D | +7.3% | +6.9% | +0.4% | +6.5% |
| 3M | +36.5% | +4.8% | +31.7% | +35.4% |
| 6M | +23.1% | +4.7% | +18.5% | +21.6% |
| YTD | -36.3% | +56.5% | -92.8% | -41.8% |
| 1Y | -51.7% | +48.4% | -100.1% | -55.5% |
| 3Y | +35.6% | +59.1% | -23.5% | +22.1% |
| 5Y | -52.9% | +109.5% | -162.4% | -61.2% |
| All | -25.8% | +177.5% | -203.3% | -41.2% |
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