-26.0%
RBLX vs CL
+49.0%
-75.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +7.9% | -0.8% | +8.7% | +7.7% |
| 30D | +3.9% | +9.5% | -5.6% | +6.4% |
| 3M | +44.7% | +6.6% | +38.0% | +47.5% |
| 6M | +23.8% | +13.2% | +10.5% | +28.3% |
| YTD | -36.5% | +26.9% | -63.4% | -32.1% |
| 1Y | -50.7% | +27.6% | -78.3% | -47.1% |
| 3Y | +33.8% | +39.1% | -5.3% | +44.5% |
| 5Y | -52.2% | +41.3% | -93.5% | -48.0% |
| All | -26.0% | +49.0% | -75.0% | -17.5% |
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