-35.9%
RBLX vs CL
+33.2%
-69.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.8% |
| 7D | +8.0% | -2.3% | +10.3% | +7.4% |
| 30D | +20.2% | -5.5% | +25.7% | +18.6% |
| 3M | +3.5% | +0.8% | +2.7% | +4.0% |
| 6M | -28.9% | -4.2% | -24.7% | -29.2% |
| YTD | -45.1% | +13.4% | -58.5% | -42.9% |
| 1Y | -66.2% | +7.1% | -73.3% | -65.2% |
| 3Y | +53.5% | +29.0% | +24.4% | +61.5% |
| 5Y | -48.4% | +28.3% | -76.7% | -45.1% |
| All | -35.9% | +33.2% | -69.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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