+57.2%
RBLX vs CRL
+36.0%
+21.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +8.1% | -6.9% | +15.1% | +9.4% |
| 30D | +23.9% | -3.2% | +27.1% | +24.5% |
| 3M | +8.1% | +46.5% | -38.4% | +0.9% |
| 6M | -23.7% | +63.1% | -86.8% | -30.1% |
| YTD | -44.6% | +36.9% | -81.5% | -48.3% |
| 1Y | -66.2% | +78.1% | -144.3% | -69.5% |
| All | +57.2% | +36.0% | +21.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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