+45.6%
RBLX vs COMP
+353.8%
-308.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.3% | +1.6% |
| 7D | +14.7% | +13.4% | +1.2% | +12.2% |
| 30D | +6.2% | +11.1% | -4.9% | +4.3% |
| 3M | +36.8% | -18.8% | +55.6% | +40.8% |
| 6M | +12.7% | +10.5% | +2.2% | +10.7% |
| YTD | -39.2% | -3.4% | -35.8% | -39.5% |
| 1Y | -51.3% | +19.7% | -71.0% | -52.7% |
| 3Y | +45.6% | +381.6% | -336.0% | +19.2% |
| All | +45.6% | +353.8% | -308.1% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling