-23.6%
RBLX vs COMP
-52.8%
+29.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.6% |
| 7D | +7.9% | +8.9% | -1.0% | +4.7% |
| 30D | +3.9% | +14.0% | -10.1% | -0.5% |
| 3M | +44.7% | -21.1% | +65.8% | +55.2% |
| 6M | +23.8% | +20.1% | +3.7% | +15.2% |
| YTD | -36.5% | -5.0% | -31.5% | -38.2% |
| 1Y | -50.7% | +5.7% | -56.4% | -53.9% |
| 3Y | +33.8% | +412.2% | -378.4% | -44.1% |
| 5Y | -52.2% | -12.1% | -40.1% | -64.9% |
| All | -23.6% | -52.8% | +29.1% | -36.6% |
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