-48.9%
RBLX vs CRL
-38.6%
-10.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +8.1% | -6.9% | +15.1% | +10.9% |
| 30D | +23.9% | -3.2% | +27.1% | +25.1% |
| 3M | +8.1% | +46.5% | -38.4% | -7.3% |
| 6M | -23.7% | +63.1% | -86.8% | -37.7% |
| YTD | -44.6% | +36.9% | -81.5% | -51.9% |
| 1Y | -66.2% | +78.1% | -144.3% | -73.9% |
| 3Y | +54.7% | +36.7% | +18.0% | +20.8% |
| 5Y | -48.9% | -38.1% | -10.8% | -31.6% |
| All | -48.9% | -38.6% | -10.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling