-34.5%
RBLX vs CG
+38.2%
-72.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.3% |
| 7D | +5.1% | -9.9% | +14.9% | +11.3% |
| 30D | +28.0% | -11.7% | +39.7% | +36.8% |
| 3M | +4.6% | -4.3% | +8.9% | +5.3% |
| 6M | -24.7% | -8.8% | -15.9% | -22.6% |
| YTD | -43.8% | -26.9% | -17.0% | -34.3% |
| 1Y | -65.8% | -35.4% | -30.4% | -57.2% |
| 3Y | +59.4% | +43.0% | +16.3% | +3.6% |
| 5Y | -48.2% | +1.9% | -50.1% | -52.4% |
| All | -34.5% | +38.2% | -72.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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