-23.4%
RBLX vs COMP
-49.2%
+25.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +2.8% |
| 7D | +20.3% | +14.5% | +5.8% | +15.0% |
| 30D | +7.3% | +14.9% | -7.6% | +2.4% |
| 3M | +36.5% | -14.2% | +50.8% | +42.6% |
| 6M | +23.1% | +23.7% | -0.6% | +13.4% |
| YTD | -36.3% | +2.1% | -38.4% | -39.4% |
| 1Y | -51.7% | +26.2% | -77.9% | -57.4% |
| 3Y | +35.6% | +470.9% | -435.3% | -45.6% |
| 5Y | -52.9% | -14.0% | -38.9% | -65.6% |
| All | -23.4% | -49.2% | +25.8% | -37.8% |
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