-35.4%
RBLX vs CI
+30.3%
-65.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +8.1% | -1.3% | +9.4% | +8.2% |
| 30D | +23.9% | +3.1% | +20.8% | +23.5% |
| 3M | +8.1% | -4.5% | +12.7% | +8.6% |
| 6M | -23.7% | +8.3% | -32.0% | -24.2% |
| YTD | -44.6% | +3.8% | -48.4% | -44.7% |
| 1Y | -66.2% | -5.0% | -61.2% | -66.0% |
| 3Y | +54.7% | +5.8% | +48.9% | +52.7% |
| 5Y | -48.9% | +50.6% | -99.5% | -47.1% |
| All | -35.4% | +30.3% | -65.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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