-24.3%
RBLX vs CSX
+80.1%
-104.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.0% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +6.1% | +8.7% | -2.6% | +2.0% |
| 3M | +45.3% | +4.2% | +41.0% | +42.1% |
| 6M | +27.4% | +16.7% | +10.7% | +16.4% |
| YTD | -35.1% | +44.5% | -79.6% | -47.6% |
| 1Y | -49.7% | +50.3% | -100.0% | -60.4% |
| 3Y | +36.9% | +76.3% | -39.4% | -6.7% |
| 5Y | -46.4% | +58.1% | -104.5% | -62.2% |
| All | -24.3% | +80.1% | -104.4% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling