+54.5%
RBLX vs CSX
+68.3%
-13.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +10.2% | +0.6% | +9.6% | +10.0% |
| 30D | +18.6% | -2.3% | +20.9% | +19.2% |
| 3M | +6.0% | +4.3% | +1.7% | +4.0% |
| 6M | -29.5% | +23.4% | -52.8% | -35.0% |
| YTD | -44.7% | +36.4% | -81.1% | -50.8% |
| 1Y | -65.1% | +53.0% | -118.1% | -70.3% |
| 3Y | +54.5% | +70.6% | -16.1% | +22.0% |
| All | +54.5% | +68.3% | -13.8% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling