-35.5%
RBLX vs CP
+27.9%
-63.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +10.2% | +2.4% | +7.8% | +9.1% |
| 30D | +18.6% | -0.5% | +19.1% | +18.7% |
| 3M | +6.0% | +1.4% | +4.5% | +4.6% |
| 6M | -29.5% | +10.3% | -39.8% | -33.5% |
| YTD | -44.7% | +24.3% | -69.0% | -50.9% |
| 1Y | -65.1% | +20.4% | -85.6% | -68.7% |
| 3Y | +54.5% | +21.8% | +32.7% | +34.4% |
| 5Y | -46.3% | +31.5% | -77.8% | -54.2% |
| All | -35.5% | +27.9% | -63.4% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling