-37.7%
RBLX vs CF
+210.2%
-247.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +4.6% |
| 7D | +12.4% | +6.0% | +6.4% | +11.7% |
| 30D | +19.7% | +14.8% | +4.8% | +18.0% |
| 3M | -0.1% | +14.1% | -14.1% | -1.6% |
| 6M | -35.7% | +28.5% | -64.3% | -38.7% |
| YTD | -46.6% | +74.9% | -121.5% | -51.6% |
| 1Y | -66.6% | +61.7% | -128.3% | -69.4% |
| 3Y | +52.3% | +80.3% | -28.0% | +35.7% |
| 5Y | -47.7% | +226.0% | -273.7% | -61.0% |
| All | -37.7% | +210.2% | -247.9% | -51.0% |
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