-26.3%
RBLX vs CF
+184.7%
-211.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +12.6% | +4.8% | +7.9% | +12.2% |
| 30D | +6.4% | +9.7% | -3.3% | +5.5% |
| 3M | +38.2% | +1.2% | +36.9% | +37.6% |
| 6M | +22.1% | +7.4% | +14.8% | +20.4% |
| YTD | -36.8% | +60.5% | -97.4% | -42.4% |
| 1Y | -51.4% | +50.7% | -102.2% | -55.2% |
| 3Y | +33.2% | +64.8% | -31.6% | +19.6% |
| 5Y | -46.3% | +115.8% | -162.1% | -55.9% |
| All | -26.3% | +184.7% | -211.0% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling