-34.5%
RBLX vs CHTR
-76.7%
+42.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.4% |
| 7D | +5.1% | -4.1% | +9.1% | +6.0% |
| 30D | +28.0% | -3.0% | +31.0% | +28.4% |
| 3M | +4.6% | +4.8% | -0.1% | +2.0% |
| 6M | -24.7% | -35.0% | +10.4% | -18.1% |
| YTD | -43.8% | -30.2% | -13.7% | -40.8% |
| 1Y | -65.8% | -44.8% | -21.0% | -60.9% |
| 3Y | +59.4% | -66.6% | +125.9% | +109.7% |
| 5Y | -48.2% | -81.5% | +33.3% | -17.4% |
| All | -34.5% | -76.7% | +42.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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