-52.6%
RBLX vs CLF
+12.5%
-65.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.2% | +17.7% | +8.4% |
| 7D | -7.5% | -7.9% | +0.4% | -7.5% |
| 30D | +10.6% | +5.2% | +5.4% | +10.1% |
| 3M | +33.3% | +4.3% | +29.0% | +32.6% |
| 6M | +3.7% | +25.3% | -21.6% | +2.2% |
| YTD | -39.1% | -3.3% | -35.8% | -41.4% |
| 1Y | -52.6% | +20.2% | -72.9% | -58.3% |
| All | -52.6% | +12.5% | -65.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling