-35.9%
RBLX vs CSX
+67.9%
-103.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +8.0% | -0.6% | +8.6% | +8.3% |
| 30D | +20.2% | -3.2% | +23.4% | +21.9% |
| 3M | +3.5% | +2.6% | +0.9% | +1.2% |
| 6M | -28.9% | +19.8% | -48.8% | -36.7% |
| YTD | -45.1% | +34.7% | -79.7% | -54.1% |
| 1Y | -66.2% | +52.1% | -118.4% | -73.8% |
| 3Y | +53.5% | +68.4% | -15.0% | +6.3% |
| 5Y | -48.4% | +65.1% | -113.5% | -61.8% |
| All | -35.9% | +67.9% | -103.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling