-35.5%
RBLX vs CG
+49.9%
-85.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | +10.2% | -1.3% | +11.5% | +10.9% |
| 30D | +18.6% | -3.2% | +21.8% | +20.4% |
| 3M | +6.0% | +6.2% | -0.3% | +0.6% |
| 6M | -29.5% | -4.7% | -24.8% | -29.1% |
| YTD | -44.7% | -20.6% | -24.1% | -38.2% |
| 1Y | -65.1% | -26.4% | -38.7% | -59.6% |
| 3Y | +54.5% | +55.4% | -0.9% | -4.1% |
| 5Y | -46.3% | +9.8% | -56.2% | -52.9% |
| All | -35.5% | +49.9% | -85.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling