-34.5%
RBLX vs CLSK
-50.6%
+16.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.2% |
| 7D | +5.1% | +7.7% | -2.7% | +3.2% |
| 30D | +28.0% | +12.2% | +15.8% | +23.7% |
| 3M | +4.6% | -15.5% | +20.1% | +6.2% |
| 6M | -24.7% | +39.3% | -64.0% | -33.0% |
| YTD | -43.8% | +35.1% | -78.9% | -50.4% |
| 1Y | -65.8% | +34.0% | -99.8% | -70.7% |
| 3Y | +59.4% | +226.3% | -166.9% | -28.2% |
| 5Y | -48.2% | +6.4% | -54.6% | -74.5% |
| All | -34.5% | -50.6% | +16.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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