-33.4%
RBLX vs COMP
-49.4%
+16.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.6% |
| 7D | +10.2% | +4.1% | +6.1% | +8.7% |
| 30D | +18.6% | -14.5% | +33.1% | +24.4% |
| 3M | +6.0% | +41.8% | -35.9% | -5.8% |
| 6M | -29.5% | +23.6% | -53.0% | -36.4% |
| YTD | -44.7% | +1.7% | -46.4% | -47.1% |
| 1Y | -65.1% | +12.6% | -77.7% | -68.3% |
| 3Y | +54.5% | +221.9% | -167.4% | -21.4% |
| 5Y | -46.3% | -28.1% | -18.2% | -59.7% |
| All | -33.4% | -49.4% | +16.0% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling