-48.4%
RBLX vs CP
+30.0%
-78.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +8.0% | +0.6% | +7.4% | +7.7% |
| 30D | +20.2% | -0.5% | +20.6% | +20.2% |
| 3M | +3.5% | +0.1% | +3.5% | +2.7% |
| 6M | -28.9% | +7.8% | -36.8% | -32.8% |
| YTD | -45.1% | +22.9% | -67.9% | -52.0% |
| 1Y | -66.2% | +21.3% | -87.5% | -70.4% |
| 3Y | +53.5% | +20.4% | +33.1% | +30.2% |
| 5Y | -48.4% | +34.9% | -83.4% | -57.9% |
| All | -48.4% | +30.0% | -78.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling