-66.6%
RBLX vs CME
+8.4%
-75.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +12.4% | -1.6% | +14.0% | +12.6% |
| 30D | +19.7% | +6.2% | +13.4% | +18.6% |
| 3M | -0.1% | +10.4% | -10.5% | -1.7% |
| 6M | -35.7% | -9.5% | -26.2% | -30.6% |
| YTD | -46.6% | +6.0% | -52.6% | -47.3% |
| 1Y | -66.6% | +9.3% | -75.9% | -66.8% |
| All | -66.6% | +8.4% | -75.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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