-66.6%
RBLX vs CLF
+20.0%
-86.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.2% |
| 7D | +12.4% | +7.6% | +4.8% | +11.7% |
| 30D | +19.7% | -1.2% | +20.9% | +19.7% |
| 3M | -0.1% | -13.4% | +13.3% | +2.8% |
| 6M | -35.7% | +15.4% | -51.2% | -37.7% |
| YTD | -46.6% | -5.9% | -40.7% | -47.4% |
| 1Y | -66.6% | +18.8% | -85.5% | -68.1% |
| All | -66.6% | +20.0% | -86.6% | -68.1% |
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