-34.5%
RBLX vs CHRW
+84.2%
-118.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +5.1% | +3.5% | +1.6% | +4.4% |
| 30D | +28.0% | +4.6% | +23.4% | +27.0% |
| 3M | +4.6% | -19.7% | +24.3% | +8.1% |
| 6M | -24.7% | -12.4% | -12.2% | -23.6% |
| YTD | -43.8% | -3.9% | -39.9% | -43.9% |
| 1Y | -65.8% | +18.4% | -84.2% | -67.3% |
| 3Y | +59.4% | +88.8% | -29.5% | +29.9% |
| 5Y | -48.2% | +93.5% | -141.8% | -53.9% |
| All | -34.5% | +84.2% | -118.8% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling