-37.7%
RBLX vs CL
+34.3%
-72.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.0% |
| 7D | +12.4% | -2.2% | +14.6% | +11.8% |
| 30D | +19.7% | -4.8% | +24.5% | +18.3% |
| 3M | -0.1% | +4.9% | -5.0% | +1.4% |
| 6M | -35.7% | -5.7% | -30.0% | -36.2% |
| YTD | -46.6% | +14.4% | -60.9% | -44.4% |
| 1Y | -66.6% | +8.7% | -75.4% | -65.5% |
| 3Y | +52.3% | +30.0% | +22.3% | +60.6% |
| 5Y | -47.7% | +28.4% | -76.1% | -44.6% |
| All | -37.7% | +34.3% | -72.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling