-52.6%
RBLX vs COMP
+23.8%
-76.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.7% | +0.8% | +6.3% |
| 7D | -7.5% | +9.5% | -16.9% | -9.6% |
| 30D | +10.6% | +8.1% | +2.5% | +8.2% |
| 3M | +33.3% | -16.3% | +49.6% | +38.4% |
| 6M | +3.7% | +42.2% | -38.6% | -4.3% |
| YTD | -39.1% | -5.0% | -34.1% | -35.8% |
| 1Y | -52.6% | +20.1% | -72.7% | -49.5% |
| All | -52.6% | +23.8% | -76.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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