-52.2%
RBLX vs CHYM
-23.3%
-28.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +5.1% | -2.3% | +7.3% | +5.4% |
| 30D | +28.0% | +4.4% | +23.6% | +26.5% |
| 3M | +4.6% | +91.3% | -86.7% | -11.9% |
| 6M | -24.7% | +44.0% | -68.6% | -33.1% |
| YTD | -43.8% | +31.1% | -75.0% | -50.1% |
| 1Y | -65.8% | +37.8% | -103.6% | -70.3% |
| All | -52.2% | -23.3% | -28.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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