-52.6%
RBLX vs CHRW
-10.6%
-42.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.2% | +8.4% |
| 7D | -7.5% | +4.9% | -12.3% | -8.3% |
| 30D | +10.6% | -4.8% | +15.4% | +11.5% |
| 3M | +33.3% | -13.1% | +46.4% | +36.6% |
| 6M | +3.7% | -16.3% | +20.0% | +4.5% |
| YTD | -39.1% | -15.8% | -23.3% | -36.0% |
| 1Y | -52.6% | -11.1% | -41.5% | -50.7% |
| All | -52.6% | -10.6% | -42.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling