-35.5%
RBLX vs CI
+28.0%
-63.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | +10.2% | -2.0% | +12.2% | +10.4% |
| 30D | +18.6% | -1.8% | +20.4% | +18.8% |
| 3M | +6.0% | -4.2% | +10.2% | +6.4% |
| 6M | -29.5% | +2.7% | -32.2% | -29.6% |
| YTD | -44.7% | +1.9% | -46.6% | -44.7% |
| 1Y | -65.1% | -6.3% | -58.9% | -64.9% |
| 3Y | +54.5% | +3.9% | +50.6% | +52.8% |
| 5Y | -46.3% | +41.9% | -88.2% | -44.7% |
| All | -35.5% | +28.0% | -63.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling