-35.9%
RBLX vs CME
+62.4%
-98.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +8.0% | -1.1% | +9.1% | +8.4% |
| 30D | +20.2% | +4.2% | +16.0% | +18.4% |
| 3M | +3.5% | +7.3% | -3.8% | +0.6% |
| 6M | -28.9% | -11.4% | -17.5% | -25.8% |
| YTD | -45.1% | +3.5% | -48.6% | -46.0% |
| 1Y | -66.2% | +8.6% | -74.8% | -67.4% |
| 3Y | +53.5% | +51.6% | +1.9% | +23.4% |
| 5Y | -48.4% | +75.3% | -123.7% | -57.9% |
| All | -35.9% | +62.4% | -98.4% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling