-53.8%
RBLX vs CL
+43.4%
-97.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -2.6% |
| 7D | +1.2% | +3.2% | -2.0% | +1.9% |
| 30D | +5.0% | +8.0% | -3.1% | +6.9% |
| 3M | +31.5% | +7.9% | +23.7% | +34.0% |
| 6M | +18.9% | +14.7% | +4.2% | +22.9% |
| YTD | -38.4% | +29.2% | -67.6% | -34.6% |
| 1Y | -50.7% | +29.5% | -80.3% | -47.6% |
| 3Y | +28.8% | +40.7% | -11.9% | +34.4% |
| All | -53.8% | +43.4% | -97.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling