-46.2%
RBLX vs CLX
-38.5%
-7.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +5.1% | -5.7% | +10.8% | +6.2% |
| 30D | +28.0% | -17.0% | +45.0% | +32.4% |
| 3M | +4.6% | -9.7% | +14.3% | +6.4% |
| 6M | -24.7% | -19.8% | -4.8% | -22.3% |
| YTD | -43.8% | -9.8% | -34.0% | -43.2% |
| 1Y | -65.8% | -26.2% | -39.6% | -64.3% |
| 3Y | +59.4% | -36.2% | +95.6% | +68.6% |
| All | -46.2% | -38.5% | -7.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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