-35.9%
RBLX vs CHD
+26.2%
-62.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +8.0% | -4.2% | +12.2% | +7.6% |
| 30D | +20.2% | -7.6% | +27.7% | +19.2% |
| 3M | +3.5% | -1.6% | +5.1% | +3.4% |
| 6M | -28.9% | -6.3% | -22.6% | -29.3% |
| YTD | -45.1% | +14.6% | -59.7% | -44.4% |
| 1Y | -66.2% | +1.6% | -67.8% | -66.0% |
| 3Y | +53.5% | +3.1% | +50.3% | +53.4% |
| 5Y | -48.4% | +21.1% | -69.5% | -49.1% |
| All | -35.9% | +26.2% | -62.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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