-26.0%
RBLX vs CSX
+81.9%
-107.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.7% |
| 7D | +7.9% | +3.1% | +4.8% | +6.3% |
| 30D | +3.9% | +9.7% | -5.9% | -0.6% |
| 3M | +44.7% | +4.9% | +39.8% | +41.1% |
| 6M | +23.8% | +18.4% | +5.4% | +12.4% |
| YTD | -36.5% | +45.9% | -82.4% | -49.1% |
| 1Y | -50.7% | +50.0% | -100.7% | -61.1% |
| 3Y | +33.8% | +78.0% | -44.2% | -9.2% |
| 5Y | -52.2% | +59.2% | -111.4% | -66.5% |
| All | -26.0% | +81.9% | -107.9% | -48.7% |
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