-35.5%
RBLX vs CLX
-40.8%
+5.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +10.2% | -3.5% | +13.8% | +10.8% |
| 30D | +18.6% | -11.9% | +30.5% | +20.9% |
| 3M | +6.0% | -2.6% | +8.6% | +6.3% |
| 6M | -29.5% | -18.2% | -11.3% | -27.9% |
| YTD | -44.7% | -5.9% | -38.8% | -44.5% |
| 1Y | -65.1% | -23.8% | -41.3% | -64.1% |
| 3Y | +54.5% | -33.6% | +88.1% | +60.7% |
| 5Y | -46.3% | -35.7% | -10.7% | -48.5% |
| All | -35.5% | -40.8% | +5.3% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling