+54.5%
RBLX vs CL
+28.9%
+25.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.3% |
| 7D | +10.2% | -1.4% | +11.6% | +9.7% |
| 30D | +18.6% | -5.2% | +23.8% | +16.5% |
| 3M | +6.0% | +3.3% | +2.6% | +7.6% |
| 6M | -29.5% | -4.4% | -25.1% | -29.9% |
| YTD | -44.7% | +13.9% | -58.6% | -41.3% |
| 1Y | -65.1% | +7.6% | -72.8% | -63.4% |
| 3Y | +54.5% | +29.6% | +24.9% | +69.8% |
| All | +54.5% | +28.9% | +25.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling