-28.2%
RBLX vs CHRW
+62.1%
-90.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +1.2% | +7.3% | -6.0% | -0.1% |
| 30D | +5.0% | -3.6% | +8.6% | +5.7% |
| 3M | +31.5% | -9.6% | +41.1% | +33.6% |
| 6M | +18.9% | -17.0% | +35.9% | +21.7% |
| YTD | -38.4% | -15.4% | -23.0% | -37.1% |
| 1Y | -50.7% | -10.0% | -40.7% | -50.3% |
| 3Y | +28.8% | +82.2% | -53.4% | +3.9% |
| 5Y | -53.6% | +59.4% | -113.0% | -59.2% |
| All | -28.2% | +62.1% | -90.3% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling